+66.0%
NOC vs WCC
+153.2%
-87.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.3% |
| 7D | +4.9% | +3.3% | +1.6% | +4.7% |
| 30D | +13.6% | -9.4% | +23.0% | +14.0% |
| 3M | -3.9% | -10.5% | +6.6% | -3.5% |
| 6M | +1.4% | -10.4% | +11.8% | +1.6% |
| YTD | -2.2% | +34.4% | -36.6% | -4.6% |
| 1Y | -1.2% | +27.7% | -28.9% | -3.4% |
| 3Y | +25.0% | +137.9% | -112.9% | +15.3% |
| 5Y | +66.0% | +147.0% | -81.0% | +52.0% |
| All | +66.0% | +153.2% | -87.2% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling