+2,878.1%
NOC vs WCC
+1,713.7%
+1,164.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.0% |
| 7D | -5.2% | +4.5% | -9.6% | -5.7% |
| 30D | -7.2% | -5.8% | -1.4% | -6.6% |
| 3M | -5.1% | -3.7% | -1.5% | -5.1% |
| 6M | -31.1% | +23.1% | -54.1% | -33.6% |
| YTD | -8.6% | +44.2% | -52.7% | -13.8% |
| 1Y | -9.7% | +62.1% | -71.8% | -16.4% |
| 3Y | +24.3% | +121.1% | -96.8% | +6.9% |
| 5Y | +52.6% | +214.0% | -161.3% | +21.4% |
| 10Y | +183.6% | +472.8% | -289.2% | +94.2% |
| All | +2,878.1% | +1,713.7% | +1,164.3% | +1,508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling