+29.0%
NOC vs WAT
+49.0%
-20.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -8.9% | -1.0% | -7.9% | -8.8% |
| 3M | -3.7% | +10.9% | -14.6% | -4.3% |
| 6M | -30.8% | +33.2% | -64.0% | -32.1% |
| YTD | -7.9% | +6.1% | -14.0% | -8.2% |
| 1Y | -9.4% | +30.2% | -39.7% | -11.0% |
| 3Y | +29.0% | +52.9% | -23.9% | +26.3% |
| All | +29.0% | +49.0% | -20.1% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling