+65.8%
NOC vs WSM
+163.9%
-98.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.2% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.0% | +5.1% | +6.0% | +11.0% |
| 3M | -3.8% | +5.1% | -8.9% | -3.8% |
| 6M | +0.6% | +48.6% | -47.9% | +0.5% |
| YTD | -2.3% | +44.2% | -46.5% | -2.4% |
| 1Y | +0.3% | +38.1% | -37.8% | +0.1% |
| 3Y | +24.6% | +257.2% | -232.6% | +22.3% |
| All | +65.8% | +163.9% | -98.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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