+189.8%
NOC vs WTW
+198.0%
-8.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | -5.7% | +6.5% | +2.6% |
| 30D | -9.7% | -7.3% | -2.4% | -7.6% |
| 3M | -5.6% | +21.5% | -27.1% | -11.5% |
| 6M | -28.6% | +9.6% | -38.2% | -31.2% |
| YTD | -7.9% | -3.3% | -4.6% | -8.0% |
| 1Y | -9.5% | -6.1% | -3.4% | -8.8% |
| 3Y | +28.4% | +61.8% | -33.5% | +6.7% |
| 5Y | +59.0% | +42.7% | +16.3% | +35.2% |
| All | +189.8% | +198.0% | -8.2% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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