+15,768.5%
NOC vs BBWI
+1,034.6%
+14,733.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -2.8% |
| 7D | -5.2% | +1.5% | -6.7% | -5.4% |
| 30D | -7.2% | -5.2% | -2.0% | -6.8% |
| 3M | -5.1% | +11.1% | -16.2% | -6.7% |
| 6M | -31.1% | -13.4% | -17.7% | -30.6% |
| YTD | -8.6% | +0.1% | -8.7% | -9.7% |
| 1Y | -9.7% | -36.1% | +26.4% | -6.7% |
| 3Y | +24.3% | -44.1% | +68.4% | +26.4% |
| 5Y | +52.6% | -66.2% | +118.9% | +60.7% |
| 10Y | +183.6% | -54.8% | +238.4% | +159.1% |
| All | +15,768.5% | +1,034.6% | +14,733.8% | +8,487.8% |
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