+283.7%
NOC vs WING
+405.9%
-122.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -5.2% | -3.9% | -1.3% | -4.9% |
| 30D | -7.2% | -11.6% | +4.4% | -6.5% |
| 3M | -5.1% | -24.2% | +19.1% | -3.7% |
| 6M | -31.1% | -54.1% | +23.0% | -27.8% |
| YTD | -8.6% | -53.9% | +45.3% | -4.6% |
| 1Y | -9.7% | -64.4% | +54.6% | -4.3% |
| 3Y | +24.3% | -30.2% | +54.5% | +21.1% |
| 5Y | +52.6% | -34.1% | +86.7% | +46.6% |
| 10Y | +183.6% | +342.1% | -158.6% | +109.1% |
| All | +283.7% | +405.9% | -122.1% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling