+1,643.3%
NOC vs WPM
+5,060.0%
-3,416.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | +14.1% | -3.1% | +17.2% | +14.1% |
| 3M | -4.5% | -2.2% | -2.3% | -4.7% |
| 6M | -0.8% | -7.4% | +6.6% | -0.8% |
| YTD | -2.5% | +12.6% | -15.2% | -4.7% |
| 1Y | -0.1% | +22.8% | -22.9% | -3.1% |
| 3Y | +24.6% | +213.6% | -189.0% | +10.4% |
| 5Y | +65.6% | +211.2% | -145.6% | +45.7% |
| 10Y | +160.5% | +733.9% | -573.4% | +104.3% |
| All | +1,643.3% | +5,060.0% | -3,416.7% | +910.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling