+157.4%
NOC vs BWA
+94.2%
+63.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.8% | +4.3% | +0.6% | +4.4% |
| 30D | +11.0% | -13.0% | +24.1% | +12.5% |
| 3M | -3.8% | -24.8% | +21.0% | -1.3% |
| 6M | +0.6% | -23.5% | +24.2% | +2.8% |
| YTD | -2.3% | +13.8% | -16.1% | -5.1% |
| 1Y | +0.3% | +13.4% | -13.2% | -2.7% |
| 3Y | +24.6% | +62.8% | -38.2% | +14.1% |
| 5Y | +66.0% | +28.5% | +37.5% | +54.9% |
| All | +157.4% | +94.2% | +63.2% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling