-7.5%
NOC vs WCN
+16.1%
-23.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.1% |
| 7D | -5.0% | +6.7% | -11.7% | -6.3% |
| 30D | +10.3% | +24.3% | -14.0% | +5.4% |
| 3M | -4.3% | +16.1% | -20.4% | -7.5% |
| 6M | -6.5% | +19.9% | -26.5% | -10.2% |
| YTD | -6.7% | +10.1% | -16.8% | -8.0% |
| 1Y | -7.5% | +14.4% | -21.9% | -10.5% |
| All | -7.5% | +16.1% | -23.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling