-9.7%
NOC vs WPM
+53.7%
-63.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.5% |
| 7D | -5.2% | +1.1% | -6.3% | -5.2% |
| 30D | -7.2% | +26.4% | -33.6% | -8.8% |
| 3M | -5.1% | +20.8% | -25.9% | -6.5% |
| 6M | -31.1% | +1.1% | -32.2% | -31.4% |
| YTD | -8.6% | +32.5% | -41.0% | -9.9% |
| 1Y | -9.7% | +51.5% | -61.3% | -10.2% |
| All | -9.7% | +53.7% | -63.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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