+56.1%
NOC vs WING
-35.4%
+91.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -8.9% | -6.0% | -2.8% | -8.7% |
| 3M | -3.7% | -23.5% | +19.8% | -3.1% |
| 6M | -30.8% | -52.0% | +21.2% | -29.5% |
| YTD | -7.9% | -53.8% | +45.9% | -6.3% |
| 1Y | -9.4% | -63.8% | +54.4% | -7.3% |
| 3Y | +29.0% | -30.8% | +59.7% | +26.2% |
| 5Y | +56.1% | -34.3% | +90.3% | +47.8% |
| All | +56.1% | -35.4% | +91.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling