-9.0%
NOC vs WAT
+34.9%
-43.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.7% |
| 7D | -1.8% | -2.9% | +1.1% | -1.6% |
| 30D | -9.4% | -3.2% | -6.2% | -9.3% |
| 3M | -3.8% | +10.6% | -14.4% | -4.2% |
| 6M | -28.8% | +34.0% | -62.8% | -29.6% |
| YTD | -7.9% | +5.7% | -13.6% | -6.8% |
| 1Y | -9.0% | +37.1% | -46.1% | -10.9% |
| All | -9.0% | +34.9% | -43.9% | -10.9% |
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