+15,879.4%
NOC vs WSM
+34,818.5%
-18,939.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.7% | +2.6% | -5.3% | -2.9% |
| 30D | -8.9% | -9.5% | +0.7% | -8.1% |
| 3M | -3.7% | +12.9% | -16.6% | -4.7% |
| 6M | -30.8% | +23.0% | -53.8% | -32.1% |
| YTD | -7.9% | +28.9% | -36.9% | -10.1% |
| 1Y | -9.4% | +13.7% | -23.1% | -10.7% |
| 3Y | +29.0% | +232.6% | -203.7% | +13.7% |
| 5Y | +56.1% | +185.9% | -129.8% | +36.8% |
| 10Y | +186.3% | +998.6% | -812.3% | +114.9% |
| All | +15,879.4% | +34,818.5% | -18,939.1% | +8,351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling