+28.4%
NOC vs WTW
+61.9%
-33.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | -5.7% | +6.5% | +2.1% |
| 30D | -9.7% | -7.3% | -2.4% | -8.1% |
| 3M | -5.6% | +21.5% | -27.1% | -10.2% |
| 6M | -28.6% | +9.6% | -38.2% | -30.6% |
| YTD | -7.9% | -3.3% | -4.6% | -7.7% |
| 1Y | -9.5% | -6.1% | -3.4% | -8.6% |
| 3Y | +28.4% | +61.8% | -33.5% | +22.3% |
| All | +28.4% | +61.9% | -33.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling