+58.9%
NOC vs WCN
+25.5%
+33.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -1.8% | -4.4% | +2.7% | -0.5% |
| 30D | -9.4% | -4.4% | -5.0% | -8.2% |
| 3M | -3.8% | +0.5% | -4.3% | -4.2% |
| 6M | -28.8% | -3.3% | -25.5% | -28.3% |
| YTD | -7.9% | -8.5% | +0.6% | -5.8% |
| 1Y | -9.0% | -8.9% | -0.1% | -7.0% |
| 3Y | +29.1% | +18.0% | +11.0% | +19.3% |
| 5Y | +58.9% | +25.0% | +33.9% | +41.8% |
| All | +58.9% | +25.5% | +33.5% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling