+59.1%
NOC vs GWW
+222.0%
-162.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.8% | -3.4% | +4.1% | +1.5% |
| 30D | -9.7% | -1.9% | -7.8% | -9.4% |
| 3M | -5.6% | -2.4% | -3.3% | -5.3% |
| 6M | -28.6% | +15.7% | -44.3% | -31.2% |
| YTD | -7.9% | +27.6% | -35.5% | -13.5% |
| 1Y | -9.5% | +27.2% | -36.7% | -15.1% |
| 3Y | +28.4% | +89.7% | -61.3% | +5.9% |
| All | +59.1% | +222.0% | -162.9% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling