+156.8%
NOC vs BWA
+94.6%
+62.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.5% | +7.3% | -2.7% | +3.8% |
| 30D | +14.1% | -15.8% | +29.9% | +15.9% |
| 3M | -4.5% | -25.7% | +21.3% | -1.9% |
| 6M | -0.8% | -19.6% | +18.8% | +0.8% |
| YTD | -2.5% | +14.1% | -16.6% | -5.4% |
| 1Y | -0.1% | +12.2% | -12.2% | -2.9% |
| 3Y | +24.6% | +63.8% | -39.2% | +14.0% |
| 5Y | +65.6% | +28.7% | +36.9% | +54.5% |
| All | +156.8% | +94.6% | +62.2% | +122.5% |
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