+2,084.5%
NOC vs WTW
+1,101.3%
+983.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.8% | -7.8% | +6.0% | +0.6% |
| 30D | -9.4% | -7.9% | -1.6% | -7.3% |
| 3M | -3.8% | +19.9% | -23.8% | -9.2% |
| 6M | -28.8% | +9.8% | -38.6% | -31.3% |
| YTD | -7.9% | -3.3% | -4.5% | -8.0% |
| 1Y | -9.0% | -3.3% | -5.8% | -9.3% |
| 3Y | +29.1% | +61.5% | -32.5% | +9.1% |
| 5Y | +58.9% | +42.6% | +16.4% | +37.5% |
| 10Y | +191.2% | +197.1% | -5.8% | +96.8% |
| All | +2,084.5% | +1,101.3% | +983.3% | +769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling