+29.0%
NOC vs WAB
+168.6%
-139.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | -8.9% | -2.4% | -6.4% | -8.6% |
| 3M | -3.7% | +9.7% | -13.3% | -4.9% |
| 6M | -30.8% | +16.5% | -47.3% | -32.2% |
| YTD | -7.9% | +33.7% | -41.7% | -11.2% |
| 1Y | -9.4% | +49.7% | -59.1% | -13.6% |
| 3Y | +29.0% | +170.9% | -142.0% | +14.3% |
| All | +29.0% | +168.6% | -139.6% | +14.3% |
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