-7.5%
NOC vs BWA
+17.4%
-24.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.6% |
| 7D | -5.0% | -9.9% | +4.9% | -5.4% |
| 30D | +10.3% | -16.4% | +26.7% | +9.5% |
| 3M | -4.3% | -19.8% | +15.5% | -5.2% |
| 6M | -6.5% | -10.0% | +3.5% | -7.0% |
| YTD | -6.7% | +12.7% | -19.5% | -9.2% |
| 1Y | -7.5% | +15.7% | -23.1% | -10.0% |
| All | -7.5% | +17.4% | -24.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling