+56.7%
NOC vs WAB
+224.0%
-167.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -10.4% | -4.6% | -5.8% | -9.7% |
| 3M | -5.6% | +5.6% | -11.2% | -6.6% |
| 6M | -30.4% | +13.8% | -44.2% | -32.1% |
| YTD | -8.5% | +31.9% | -40.3% | -12.9% |
| 1Y | -8.3% | +48.3% | -56.6% | -14.4% |
| 3Y | +28.2% | +167.1% | -138.9% | +5.3% |
| 5Y | +56.7% | +222.9% | -166.2% | +22.4% |
| All | +56.7% | +224.0% | -167.2% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling