+16,077.5%
NOC vs WST
+14,518.0%
+1,559.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -5.8% | -3.1% | -2.7% | -5.3% |
| 30D | +10.9% | +9.1% | +1.8% | +9.2% |
| 3M | -7.1% | +14.7% | -21.8% | -9.3% |
| 6M | -5.3% | +28.0% | -33.3% | -9.6% |
| YTD | -6.8% | +45.6% | -52.5% | -13.4% |
| 1Y | -6.7% | +45.7% | -52.4% | -13.4% |
| 3Y | +17.2% | +21.1% | -3.9% | +7.2% |
| 5Y | +56.3% | +0.3% | +55.9% | +44.8% |
| 10Y | +173.7% | +449.0% | -275.3% | +71.6% |
| All | +16,077.5% | +14,518.0% | +1,559.5% | +6,100.5% |
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