+56.7%
NOC vs BWA
+89.5%
-32.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -10.4% | -5.6% | -4.8% | -10.3% |
| 3M | -5.6% | -10.7% | +5.1% | -5.5% |
| 6M | -30.4% | +23.2% | -53.6% | -30.6% |
| YTD | -8.5% | +46.0% | -54.5% | -9.4% |
| 1Y | -8.3% | +51.2% | -59.5% | -9.4% |
| 3Y | +28.2% | +69.6% | -41.3% | +26.5% |
| 5Y | +56.7% | +86.6% | -29.9% | +52.2% |
| All | +56.7% | +89.5% | -32.8% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling