+189.8%
NOC vs BWA
+153.1%
+36.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -9.4% | -5.5% | -4.0% | -9.0% |
| 3M | -3.8% | -7.6% | +3.8% | -3.3% |
| 6M | -28.8% | +25.0% | -53.7% | -30.7% |
| YTD | -7.9% | +47.0% | -54.8% | -12.5% |
| 1Y | -9.0% | +54.0% | -63.0% | -14.2% |
| 3Y | +29.1% | +70.7% | -41.6% | +18.9% |
| 5Y | +58.9% | +86.7% | -27.7% | +41.8% |
| All | +189.8% | +153.1% | +36.7% | +149.4% |
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