-7.5%
NOC vs WING
-23.2%
+15.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.3% | -4.6% |
| 7D | -5.0% | +21.0% | -25.9% | -5.3% |
| 30D | +10.3% | +56.9% | -46.5% | +9.4% |
| 3M | -4.3% | +38.4% | -42.7% | -4.9% |
| 6M | -6.5% | +12.0% | -18.5% | -6.7% |
| YTD | -6.7% | -29.2% | +22.5% | -6.0% |
| 1Y | -7.5% | -28.8% | +21.3% | -6.8% |
| All | -7.5% | -23.2% | +15.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling