-9.0%
NOC vs WU
-11.2%
+2.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -1.8% | -5.0% | +3.2% | -1.7% |
| 30D | -9.4% | -2.3% | -7.2% | -9.4% |
| 3M | -3.8% | -3.2% | -0.6% | -4.0% |
| 6M | -28.8% | -25.0% | -3.7% | -28.1% |
| YTD | -7.9% | -21.7% | +13.8% | -7.3% |
| 1Y | -9.0% | -9.0% | -0.1% | -9.0% |
| All | -9.0% | -11.2% | +2.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling