+682.7%
NOC vs NWSA
+123.2%
+559.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -2.7% | -2.6% | 0.0% | -2.2% |
| 30D | -8.9% | +4.6% | -13.4% | -9.7% |
| 3M | -3.7% | +10.2% | -13.9% | -5.7% |
| 6M | -30.8% | +21.6% | -52.4% | -33.7% |
| YTD | -7.9% | +14.6% | -22.6% | -10.9% |
| 1Y | -9.4% | +0.4% | -9.8% | -10.1% |
| 3Y | +29.0% | +45.0% | -16.0% | +16.4% |
| 5Y | +56.1% | +41.3% | +14.8% | +38.2% |
| 10Y | +186.3% | +142.8% | +43.5% | +101.5% |
| All | +682.7% | +123.2% | +559.6% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling