+4,019.7%
NOC vs WAB
+4,092.2%
-72.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -5.2% | -3.2% | -2.0% | -4.6% |
| 30D | -7.2% | -4.4% | -2.8% | -6.5% |
| 3M | -5.1% | +7.9% | -13.0% | -6.7% |
| 6M | -31.1% | +8.7% | -39.8% | -32.4% |
| YTD | -8.6% | +33.0% | -41.6% | -13.7% |
| 1Y | -9.7% | +46.7% | -56.4% | -16.4% |
| 3Y | +24.3% | +153.0% | -128.7% | +2.8% |
| 5Y | +52.6% | +222.3% | -169.6% | +19.3% |
| 10Y | +183.6% | +291.0% | -107.4% | +104.3% |
| All | +4,019.7% | +4,092.2% | -72.5% | +1,973.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling