+15,768.5%
NOC vs WST
+12,330.1%
+3,438.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -7.2% | -3.1% | -4.1% | -6.7% |
| 3M | -5.1% | +7.2% | -12.3% | -6.4% |
| 6M | -31.1% | +36.8% | -67.9% | -35.1% |
| YTD | -8.6% | +23.8% | -32.4% | -12.6% |
| 1Y | -9.7% | +37.8% | -47.5% | -15.5% |
| 3Y | +24.3% | -15.9% | +40.2% | +21.6% |
| 5Y | +52.6% | -25.8% | +78.5% | +49.7% |
| 10Y | +183.6% | +319.6% | -136.0% | +86.6% |
| All | +15,768.5% | +12,330.1% | +3,438.3% | +6,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling