+64.3%
NOC vs WAT
+36.4%
+27.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.3% | +3.4% | -3.7% | -0.6% |
| 30D | +14.1% | +9.6% | +4.5% | +13.2% |
| 3M | -4.6% | +15.5% | -20.1% | -5.9% |
| 6M | +0.7% | +33.9% | -33.2% | -2.0% |
| YTD | -2.6% | +25.2% | -27.8% | -4.7% |
| 1Y | -1.0% | +26.3% | -27.2% | -3.2% |
| 3Y | +24.5% | +85.8% | -61.3% | +14.6% |
| 5Y | +64.3% | +35.3% | +29.0% | +54.5% |
| All | +64.3% | +36.4% | +27.9% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling