+310.2%
NOC vs WING
+637.4%
-327.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +4.8% | -2.5% | +7.3% | +5.0% |
| 30D | +11.0% | +29.5% | -18.5% | +9.0% |
| 3M | -3.8% | +40.2% | -44.0% | -6.2% |
| 6M | +0.6% | +32.7% | -32.1% | -1.8% |
| YTD | -2.3% | -32.8% | +30.5% | -0.8% |
| 1Y | +0.3% | -31.7% | +32.0% | +1.5% |
| 3Y | +24.6% | -24.7% | +49.3% | +21.7% |
| 5Y | +66.0% | -0.5% | +66.5% | +54.9% |
| 10Y | +161.2% | +647.5% | -486.3% | +84.3% |
| All | +310.2% | +637.4% | -327.2% | +185.7% |
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