+3,782.6%
NOC vs WAT
+12,457.3%
-8,674.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +13.6% | +9.0% | +4.6% | +12.1% |
| 3M | -3.9% | +13.5% | -17.3% | -5.8% |
| 6M | +1.4% | +35.3% | -33.9% | -3.5% |
| YTD | -2.2% | +24.0% | -26.2% | -6.3% |
| 1Y | -1.2% | +22.0% | -23.1% | -5.1% |
| 3Y | +25.0% | +84.0% | -59.0% | +10.3% |
| 5Y | +66.0% | +34.4% | +31.7% | +51.9% |
| 10Y | +161.4% | +231.4% | -70.0% | +104.9% |
| All | +3,782.6% | +12,457.3% | -8,674.7% | +2,176.3% |
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