+56.7%
NOC vs WEC
+30.7%
+26.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -10.4% | +0.9% | -11.3% | -10.7% |
| 3M | -5.6% | -5.3% | -0.3% | -3.6% |
| 6M | -30.4% | -6.6% | -23.8% | -28.6% |
| YTD | -8.5% | +3.3% | -11.7% | -9.7% |
| 1Y | -8.3% | +2.1% | -10.4% | -9.2% |
| 3Y | +28.2% | +39.6% | -11.4% | +12.1% |
| 5Y | +56.7% | +31.2% | +25.6% | +40.8% |
| All | +56.7% | +30.7% | +26.1% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling