+29.0%
NOC vs WEC
+42.2%
-13.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -8.9% | +0.3% | -9.2% | -9.0% |
| 3M | -3.7% | -2.9% | -0.7% | -2.6% |
| 6M | -30.8% | -5.9% | -24.9% | -29.2% |
| YTD | -7.9% | +4.1% | -12.1% | -9.3% |
| 1Y | -9.4% | +3.1% | -12.6% | -10.6% |
| 3Y | +29.0% | +40.8% | -11.8% | +12.5% |
| All | +29.0% | +42.2% | -13.3% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling