+1,546.3%
NOC vs WPM
+5,972.6%
-4,426.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.7% | +7.0% | -9.7% | -3.3% |
| 30D | -8.9% | +15.7% | -24.6% | -10.2% |
| 3M | -3.7% | +35.2% | -38.9% | -6.5% |
| 6M | -30.8% | +6.1% | -36.9% | -31.6% |
| YTD | -7.9% | +32.6% | -40.5% | -11.0% |
| 1Y | -9.4% | +46.9% | -56.3% | -13.4% |
| 3Y | +29.0% | +276.3% | -247.3% | +12.8% |
| 5Y | +56.1% | +260.0% | -203.9% | +35.9% |
| 10Y | +186.3% | +508.5% | -322.3% | +131.1% |
| All | +1,546.3% | +5,972.6% | -4,426.3% | +843.5% |
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