+5,890.7%
NOC vs BWA
+3,492.4%
+2,398.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.0% |
| 7D | -5.2% | +5.7% | -10.8% | -6.1% |
| 30D | -7.2% | +1.4% | -8.6% | -7.6% |
| 3M | -5.1% | -12.1% | +7.0% | -3.4% |
| 6M | -31.1% | +28.6% | -59.6% | -34.6% |
| YTD | -8.6% | +51.1% | -59.7% | -16.4% |
| 1Y | -9.7% | +55.9% | -65.6% | -18.1% |
| 3Y | +24.3% | +70.1% | -45.9% | +8.7% |
| 5Y | +52.6% | +90.7% | -38.1% | +27.6% |
| 10Y | +183.6% | +154.0% | +29.6% | +112.2% |
| All | +5,890.7% | +3,492.4% | +2,398.3% | +2,729.5% |
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 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