+64.3%
NOC vs WING
+8.7%
+55.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +1.9% |
| 7D | -0.3% | +5.0% | -5.3% | -0.5% |
| 30D | +14.1% | +38.7% | -24.6% | +13.0% |
| 3M | -4.6% | +44.7% | -49.4% | -5.7% |
| 6M | +0.7% | +31.5% | -30.8% | -0.3% |
| YTD | -2.6% | -28.4% | +25.8% | -2.1% |
| 1Y | -1.0% | -28.2% | +27.2% | -0.5% |
| 3Y | +24.5% | -18.4% | +42.9% | +21.7% |
| 5Y | +64.3% | +5.2% | +59.1% | +55.1% |
| All | +64.3% | +8.7% | +55.6% | +55.1% |
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 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