+1,109.6%
NOC vs SW
+743.1%
+366.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -4.6% |
| 7D | -5.0% | +12.1% | -17.0% | -5.2% |
| 30D | +10.3% | +6.6% | +3.8% | +10.2% |
| 3M | -4.3% | -6.0% | +1.7% | -4.2% |
| 6M | -6.5% | +21.5% | -28.0% | -7.0% |
| YTD | -6.7% | +20.3% | -27.1% | -7.2% |
| 1Y | -7.5% | +28.1% | -35.6% | -8.1% |
| 3Y | +17.4% | +51.6% | -34.2% | +15.8% |
| 5Y | +59.7% | -0.1% | +59.9% | +58.0% |
| 10Y | +173.9% | +189.7% | -15.8% | +162.6% |
| All | +1,109.6% | +743.1% | +366.6% | +999.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling