+15,879.4%
NOC vs GWW
+14,103.4%
+1,776.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -8.9% | +1.1% | -10.0% | -9.2% |
| 3M | -3.7% | -1.0% | -2.7% | -3.7% |
| 6M | -30.8% | +16.3% | -47.1% | -33.9% |
| YTD | -7.9% | +28.5% | -36.5% | -14.5% |
| 1Y | -9.4% | +30.3% | -39.7% | -16.3% |
| 3Y | +29.0% | +91.6% | -62.6% | +5.8% |
| 5Y | +56.1% | +224.0% | -167.9% | +9.3% |
| 10Y | +186.3% | +551.3% | -365.1% | +60.8% |
| All | +15,879.4% | +14,103.4% | +1,776.0% | +3,924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling