+3,083.1%
NOC vs WCC
+1,563.0%
+1,520.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +4.8% | +9.9% | -5.1% | +3.6% |
| 30D | +11.0% | -8.4% | +19.5% | +12.0% |
| 3M | -3.8% | -10.3% | +6.5% | -3.0% |
| 6M | +0.6% | -10.5% | +11.1% | +1.0% |
| YTD | -2.3% | +32.2% | -34.5% | -7.2% |
| 1Y | +0.3% | +25.5% | -25.3% | -4.2% |
| 3Y | +24.6% | +134.7% | -110.1% | +6.0% |
| 5Y | +66.0% | +139.9% | -73.9% | +36.7% |
| 10Y | +161.2% | +433.5% | -272.3% | +80.0% |
| All | +3,083.1% | +1,563.0% | +1,520.0% | +1,631.5% |
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