+432.2%
NOC vs FWONK
+276.3%
+155.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -1.8% | -1.5% | -0.2% | -1.5% |
| 30D | -9.4% | -6.8% | -2.7% | -8.4% |
| 3M | -3.8% | +7.7% | -11.6% | -5.1% |
| 6M | -28.8% | +11.0% | -39.7% | -30.1% |
| YTD | -7.9% | -3.1% | -4.8% | -7.7% |
| 1Y | -9.0% | -3.5% | -5.6% | -8.9% |
| 3Y | +29.1% | +44.6% | -15.5% | +19.0% |
| 5Y | +58.9% | +98.3% | -39.3% | +35.7% |
| 10Y | +191.2% | +339.3% | -148.1% | +106.7% |
| All | +432.2% | +276.3% | +155.9% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling