-6.5%
NOC vs SW
+17.5%
-24.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -4.6% |
| 7D | -5.0% | +12.1% | -17.0% | -5.4% |
| 30D | +10.3% | +6.6% | +3.8% | +10.0% |
| 3M | -4.3% | -6.0% | +1.7% | -4.2% |
| 6M | -6.5% | +21.5% | -28.0% | -7.6% |
| All | -6.5% | +17.5% | -24.0% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling