+168.1%
NOC vs SW
+185.4%
-17.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -6.6% | +4.7% | -11.3% | -6.8% |
| 30D | +8.7% | +5.0% | +3.7% | +8.5% |
| 3M | -5.4% | -7.3% | +2.0% | -5.1% |
| 6M | -5.1% | +15.0% | -20.1% | -5.8% |
| YTD | -6.8% | +18.5% | -25.3% | -7.6% |
| 1Y | -6.4% | +27.1% | -33.6% | -7.5% |
| 3Y | +17.3% | +49.3% | -32.0% | +14.5% |
| 5Y | +56.3% | -1.6% | +58.0% | +53.6% |
| All | +168.1% | +185.4% | -17.3% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling