+0.3%
NOC vs WU
-15.0%
+15.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.2% |
| 7D | +4.8% | -2.0% | +6.9% | +4.9% |
| 30D | +11.0% | +11.4% | -0.4% | +10.9% |
| 3M | -3.8% | -6.8% | +3.0% | -3.8% |
| 6M | +0.6% | -14.6% | +15.3% | +0.8% |
| YTD | -2.3% | -20.6% | +18.3% | -2.1% |
| 1Y | +0.3% | -15.4% | +15.6% | -1.3% |
| All | +0.3% | -15.0% | +15.2% | -1.3% |
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