+6,288.0%
NOC vs BWA
+2,612.1%
+3,675.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +4.5% | +7.3% | -2.7% | +3.3% |
| 30D | +14.1% | -15.8% | +29.9% | +17.3% |
| 3M | -4.5% | -25.7% | +21.3% | +0.2% |
| 6M | -0.8% | -19.6% | +18.8% | +2.1% |
| YTD | -2.5% | +14.1% | -16.6% | -6.7% |
| 1Y | -0.1% | +12.2% | -12.2% | -4.1% |
| 3Y | +24.6% | +63.8% | -39.2% | +9.4% |
| 5Y | +65.6% | +28.7% | +36.9% | +48.5% |
| 10Y | +160.5% | +95.8% | +64.8% | +103.6% |
| All | +6,288.0% | +2,612.1% | +3,675.9% | +3,058.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling