-9.7%
NOC vs WAT
+41.4%
-51.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | -7.2% | +2.3% | -9.5% | -7.3% |
| 3M | -5.1% | +8.7% | -13.8% | -5.4% |
| 6M | -31.1% | +28.3% | -59.4% | -31.7% |
| YTD | -8.6% | +7.8% | -16.4% | -7.6% |
| 1Y | -9.7% | +36.6% | -46.3% | -11.4% |
| All | -9.7% | +41.4% | -51.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling