+189.8%
NOC vs WEC
+146.6%
+43.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.2% |
| 30D | -9.4% | -0.4% | -9.1% | -9.3% |
| 3M | -3.8% | -6.8% | +2.9% | -1.1% |
| 6M | -28.8% | -6.4% | -22.4% | -26.9% |
| YTD | -7.9% | +2.5% | -10.4% | -8.9% |
| 1Y | -9.0% | -0.4% | -8.6% | -9.1% |
| 3Y | +29.1% | +38.5% | -9.5% | +11.6% |
| 5Y | +58.9% | +31.7% | +27.3% | +38.8% |
| All | +189.8% | +146.6% | +43.2% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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