+168.0%
NOC vs SW
+182.7%
-14.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -5.8% | +2.3% | -8.2% | -5.9% |
| 30D | +10.9% | +6.8% | +4.1% | +10.6% |
| 3M | -7.1% | -5.2% | -1.9% | -7.0% |
| 6M | -5.3% | +7.4% | -12.8% | -5.7% |
| YTD | -6.8% | +17.4% | -24.2% | -7.6% |
| 1Y | -6.7% | +27.1% | -33.8% | -7.8% |
| 3Y | +17.2% | +47.9% | -30.7% | +14.3% |
| 5Y | +56.3% | -2.6% | +58.8% | +53.6% |
| All | +168.0% | +182.7% | -14.7% | +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