-9.7%
NOC vs SW
+1.0%
-10.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -5.2% | -5.1% | -0.1% | -4.8% |
| 30D | -7.2% | -4.6% | -2.6% | -6.9% |
| 3M | -5.1% | +9.4% | -14.5% | -6.1% |
| 6M | -31.1% | +3.5% | -34.6% | -31.0% |
| YTD | -8.6% | +22.0% | -30.6% | -11.2% |
| 1Y | -9.7% | +2.2% | -11.9% | -8.0% |
| All | -9.7% | +1.0% | -10.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling