+16,804.7%
NOC vs BBWI
+1,159.1%
+15,645.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -0.3% | -4.2% | +3.9% | +0.1% |
| 30D | +14.1% | +24.9% | -10.7% | +11.1% |
| 3M | -4.6% | +13.2% | -17.8% | -6.4% |
| 6M | +0.7% | +12.1% | -11.4% | -1.5% |
| YTD | -2.6% | +11.1% | -13.7% | -5.3% |
| 1Y | -1.0% | +0.7% | -1.7% | -3.3% |
| 3Y | +24.5% | -23.8% | +48.2% | +21.7% |
| 5Y | +64.3% | -66.9% | +131.2% | +73.5% |
| 10Y | +162.8% | -45.3% | +208.1% | +133.5% |
| All | +16,804.7% | +1,159.1% | +15,645.6% | +8,909.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling