+65.4%
NOC vs WAB
+216.9%
-151.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +4.5% | +7.9% | -3.4% | +3.3% |
| 30D | +14.1% | +4.9% | +9.2% | +13.1% |
| 3M | -4.5% | +1.8% | -6.2% | -4.9% |
| 6M | -0.8% | +12.0% | -12.7% | -2.9% |
| YTD | -2.5% | +41.3% | -43.8% | -8.4% |
| 1Y | -0.1% | +43.8% | -43.9% | -6.4% |
| 3Y | +24.6% | +171.1% | -146.5% | +2.0% |
| All | +65.4% | +216.9% | -151.5% | +28.7% |
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