+189.8%
NOC vs NWSA
+149.4%
+40.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | -2.8% | +3.6% | +1.3% |
| 30D | -9.7% | +3.0% | -12.7% | -10.2% |
| 3M | -5.6% | +12.3% | -18.0% | -7.8% |
| 6M | -28.6% | +21.9% | -50.4% | -31.4% |
| YTD | -7.9% | +13.6% | -21.4% | -10.5% |
| 1Y | -9.5% | +0.5% | -10.0% | -10.1% |
| 3Y | +28.4% | +43.8% | -15.4% | +16.5% |
| 5Y | +59.0% | +41.2% | +17.8% | +41.2% |
| All | +189.8% | +149.4% | +40.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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