-7.5%
NOC vs WWD
+27.2%
-34.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.3% |
| 7D | -5.0% | +7.3% | -12.3% | -5.9% |
| 30D | +10.3% | -2.0% | +12.3% | +10.6% |
| 3M | -4.3% | -12.6% | +8.3% | -2.3% |
| 6M | -6.5% | -8.4% | +1.9% | -5.8% |
| YTD | -6.7% | +8.2% | -15.0% | -8.0% |
| 1Y | -7.5% | +26.5% | -34.0% | -8.9% |
| All | -7.5% | +27.2% | -34.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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