+189.8%
NOC vs WAB
+292.7%
-102.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -9.4% | -5.9% | -3.6% | -8.3% |
| 3M | -3.8% | +9.4% | -13.2% | -5.9% |
| 6M | -28.8% | +13.8% | -42.6% | -31.0% |
| YTD | -7.9% | +31.8% | -39.6% | -13.6% |
| 1Y | -9.0% | +48.5% | -57.6% | -17.0% |
| 3Y | +29.1% | +167.0% | -137.9% | +1.4% |
| 5Y | +58.9% | +222.3% | -163.4% | +17.7% |
| All | +189.8% | +292.7% | -102.9% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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