+29.0%
NOC vs WCC
+137.6%
-108.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.7% |
| 7D | -2.7% | +8.5% | -11.2% | -2.8% |
| 30D | -8.9% | -1.0% | -7.9% | -8.9% |
| 3M | -3.7% | +2.1% | -5.8% | -3.7% |
| 6M | -30.8% | +36.8% | -67.6% | -31.6% |
| YTD | -7.9% | +47.7% | -55.7% | -9.1% |
| 1Y | -9.4% | +66.5% | -75.9% | -10.8% |
| 3Y | +29.0% | +134.2% | -105.2% | +28.9% |
| All | +29.0% | +137.6% | -108.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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