+1,817.9%
NOC vs WCN
+6,767.3%
-4,949.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -2.7% | -0.4% | -2.2% | -2.6% |
| 30D | -8.9% | -2.1% | -6.7% | -8.5% |
| 3M | -3.7% | +6.4% | -10.0% | -4.8% |
| 6M | -30.8% | -3.7% | -27.1% | -30.5% |
| YTD | -7.9% | -6.4% | -1.6% | -7.2% |
| 1Y | -9.4% | -7.9% | -1.5% | -8.4% |
| 3Y | +29.0% | +20.8% | +8.2% | +24.0% |
| 5Y | +56.1% | +29.0% | +27.1% | +47.9% |
| 10Y | +186.3% | +236.4% | -50.1% | +135.8% |
| All | +1,817.9% | +6,767.3% | -4,949.5% | +1,219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling