-1.2%
NOC vs WING
-29.6%
+28.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | +13.6% | +32.3% | -18.7% | +12.9% |
| 3M | -3.9% | +50.2% | -54.0% | -4.6% |
| 6M | +1.4% | +31.7% | -30.3% | +0.9% |
| YTD | -2.2% | -29.6% | +27.4% | -1.3% |
| 1Y | -1.2% | -29.7% | +28.5% | -0.3% |
| All | -1.2% | -29.6% | +28.4% | -0.3% |
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