+3,086.1%
NOC vs WCC
+1,591.2%
+1,494.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | 0.0% |
| 7D | +4.9% | +3.3% | +1.6% | +4.3% |
| 30D | +13.6% | -9.4% | +23.0% | +14.7% |
| 3M | -3.9% | -10.5% | +6.6% | -3.0% |
| 6M | +1.4% | -10.4% | +11.8% | +1.8% |
| YTD | -2.2% | +34.4% | -36.6% | -7.3% |
| 1Y | -1.2% | +27.7% | -28.9% | -5.8% |
| 3Y | +25.0% | +137.9% | -112.9% | +6.2% |
| 5Y | +66.0% | +147.0% | -81.0% | +36.2% |
| 10Y | +161.4% | +442.5% | -281.1% | +79.8% |
| All | +3,086.1% | +1,591.2% | +1,494.9% | +1,629.5% |
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