+58.9%
NOC vs WPM
+252.7%
-193.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.3% | +1.0% |
| 7D | -1.8% | -3.6% | +1.8% | -1.4% |
| 30D | -9.4% | +12.5% | -21.9% | -10.8% |
| 3M | -3.8% | +40.6% | -44.4% | -7.8% |
| 6M | -28.8% | +0.5% | -29.3% | -29.2% |
| YTD | -7.9% | +29.0% | -36.9% | -11.6% |
| 1Y | -9.0% | +43.8% | -52.9% | -14.1% |
| 3Y | +29.1% | +266.3% | -237.2% | +7.8% |
| 5Y | +58.9% | +255.1% | -196.2% | +36.9% |
| All | +58.9% | +252.7% | -193.7% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling