+28.4%
NOC vs FWONK
+44.6%
-16.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -9.7% | -7.7% | -2.0% | -9.5% |
| 3M | -5.6% | +5.7% | -11.4% | -5.7% |
| 6M | -28.6% | +13.5% | -42.0% | -28.7% |
| YTD | -7.9% | -3.0% | -4.9% | -7.9% |
| 1Y | -9.5% | -6.4% | -3.1% | -9.5% |
| 3Y | +28.4% | +43.8% | -15.5% | +27.9% |
| All | +28.4% | +44.6% | -16.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling