+3,529.1%
NOC vs WAT
+10,816.8%
-7,287.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | -7.2% | +2.3% | -9.5% | -7.6% |
| 3M | -5.1% | +8.7% | -13.8% | -6.5% |
| 6M | -31.1% | +28.3% | -59.4% | -34.1% |
| YTD | -8.6% | +7.8% | -16.4% | -10.4% |
| 1Y | -9.7% | +36.6% | -46.3% | -14.8% |
| 3Y | +24.3% | +45.7% | -21.4% | +13.7% |
| 5Y | +52.6% | -3.3% | +55.9% | +47.1% |
| 10Y | +183.6% | +162.1% | +21.5% | +130.0% |
| All | +3,529.1% | +10,816.8% | -7,287.7% | +2,076.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling