+16,820.8%
NOC vs BBWI
+1,125.9%
+15,694.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | +4.5% | -4.5% | +9.1% | +5.1% |
| 30D | +14.1% | +17.1% | -3.0% | +11.9% |
| 3M | -4.5% | +17.5% | -21.9% | -6.6% |
| 6M | -0.8% | +12.8% | -13.6% | -3.0% |
| YTD | -2.5% | +8.2% | -10.7% | -4.9% |
| 1Y | -0.1% | -1.8% | +1.7% | -2.1% |
| 3Y | +24.6% | -25.8% | +50.4% | +22.2% |
| 5Y | +65.6% | -68.0% | +133.6% | +75.6% |
| 10Y | +160.5% | -47.6% | +208.1% | +132.7% |
| All | +16,820.8% | +1,125.9% | +15,694.8% | +8,945.3% |
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