+59.1%
NOC vs NWSA
+40.0%
+19.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | -2.8% | +3.6% | +0.9% |
| 30D | -9.7% | +3.0% | -12.7% | -9.8% |
| 3M | -5.6% | +12.3% | -18.0% | -6.1% |
| 6M | -28.6% | +21.9% | -50.4% | -29.2% |
| YTD | -7.9% | +13.6% | -21.4% | -8.4% |
| 1Y | -9.5% | +0.5% | -10.0% | -9.5% |
| 3Y | +28.4% | +43.8% | -15.4% | +24.9% |
| All | +59.1% | +40.0% | +19.1% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling