+65.8%
NOC vs WCN
+48.0%
+17.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | +2.6% | +2.3% | +4.0% |
| 30D | +11.0% | +23.9% | -12.9% | +3.8% |
| 3M | -3.8% | +17.4% | -21.2% | -8.6% |
| 6M | +0.6% | +28.0% | -27.4% | -7.1% |
| YTD | -2.3% | +11.6% | -13.8% | -6.1% |
| 1Y | +0.3% | +16.9% | -16.6% | -5.2% |
| 3Y | +24.6% | +51.6% | -27.0% | +5.2% |
| All | +65.8% | +48.0% | +17.9% | +37.4% |
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