+189.8%
NOC vs GWW
+570.2%
-380.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | -3.4% | +4.1% | +1.7% |
| 30D | -9.7% | -1.9% | -7.8% | -9.2% |
| 3M | -5.6% | -2.4% | -3.3% | -5.3% |
| 6M | -28.6% | +15.7% | -44.3% | -31.9% |
| YTD | -7.9% | +27.6% | -35.5% | -14.8% |
| 1Y | -9.5% | +27.2% | -36.7% | -16.4% |
| 3Y | +28.4% | +89.7% | -61.3% | +2.9% |
| 5Y | +59.0% | +223.9% | -165.0% | +5.2% |
| All | +189.8% | +570.2% | -380.3% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling