+157.4%
NOC vs WWD
+439.4%
-282.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | +4.8% | +4.0% | +0.9% | +4.0% |
| 30D | +11.0% | +0.4% | +10.6% | +10.7% |
| 3M | -3.8% | -7.9% | +4.1% | -2.4% |
| 6M | +0.6% | -10.6% | +11.3% | +2.3% |
| YTD | -2.3% | +9.4% | -11.7% | -5.4% |
| 1Y | +0.3% | +25.7% | -25.5% | -6.1% |
| 3Y | +24.6% | +148.5% | -123.9% | -2.4% |
| 5Y | +66.0% | +189.5% | -123.5% | +22.5% |
| All | +157.4% | +439.4% | -282.0% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling