+189.8%
NOC vs WING
+379.2%
-189.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -9.4% | -0.5% | -9.0% | -9.5% |
| 3M | -3.8% | -23.9% | +20.0% | -2.5% |
| 6M | -28.8% | -48.9% | +20.1% | -26.2% |
| YTD | -7.9% | -53.3% | +45.5% | -4.3% |
| 1Y | -9.0% | -60.3% | +51.3% | -4.8% |
| 3Y | +29.1% | -30.1% | +59.2% | +25.7% |
| 5Y | +58.9% | -36.2% | +95.1% | +53.6% |
| All | +189.8% | +379.2% | -189.4% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling