-7.5%
NOC vs WST
+47.3%
-54.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -5.0% | -4.5% |
| 7D | -5.0% | +1.3% | -6.2% | -5.0% |
| 30D | +10.3% | +8.5% | +1.8% | +10.1% |
| 3M | -4.3% | +17.2% | -21.5% | -4.7% |
| 6M | -6.5% | +36.3% | -42.8% | -7.4% |
| YTD | -6.7% | +48.9% | -55.7% | -7.2% |
| 1Y | -7.5% | +42.9% | -50.4% | -7.7% |
| All | -7.5% | +47.3% | -54.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling