+24.3%
NOC vs WAB
+171.1%
-146.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +4.5% | +7.9% | -3.4% | +3.7% |
| 30D | +14.1% | +4.9% | +9.2% | +13.4% |
| 3M | -4.5% | +1.8% | -6.2% | -4.7% |
| 6M | -0.8% | +12.0% | -12.7% | -2.3% |
| YTD | -2.5% | +41.3% | -43.8% | -6.6% |
| 1Y | -0.1% | +43.8% | -43.9% | -4.4% |
| All | +24.3% | +171.1% | -146.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling