+189.8%
NOC vs WCN
+235.9%
-46.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.8% | -3.1% | +3.9% | +2.2% |
| 30D | -9.7% | -3.4% | -6.3% | -8.3% |
| 3M | -5.6% | +3.0% | -8.6% | -7.1% |
| 6M | -28.6% | -3.8% | -24.8% | -27.8% |
| YTD | -7.9% | -8.3% | +0.4% | -5.2% |
| 1Y | -9.5% | -9.7% | +0.2% | -6.3% |
| 3Y | +28.4% | +17.2% | +11.2% | +14.9% |
| 5Y | +59.0% | +25.3% | +33.7% | +34.9% |
| All | +189.8% | +235.9% | -46.0% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling