+186.3%
NOC vs WST
+321.8%
-135.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -8.9% | -4.6% | -4.3% | -8.3% |
| 3M | -3.7% | +5.7% | -9.4% | -4.5% |
| 6M | -30.8% | +37.6% | -68.4% | -33.9% |
| YTD | -7.9% | +23.0% | -31.0% | -10.9% |
| 1Y | -9.4% | +33.8% | -43.3% | -13.5% |
| 3Y | +29.0% | -13.4% | +42.3% | +27.2% |
| 5Y | +56.1% | -27.0% | +83.0% | +58.9% |
| 10Y | +186.3% | +324.5% | -138.3% | +79.1% |
| All | +186.3% | +321.8% | -135.6% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling