+189.8%
NOC vs WWD
+498.2%
-308.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.3% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | -9.7% | -6.9% | -2.8% | -8.3% |
| 3M | -5.6% | -13.0% | +7.4% | -3.1% |
| 6M | -28.6% | -12.5% | -16.1% | -27.0% |
| YTD | -7.9% | +11.8% | -19.7% | -11.0% |
| 1Y | -9.5% | +41.1% | -50.6% | -17.3% |
| 3Y | +28.4% | +163.1% | -134.7% | -0.8% |
| 5Y | +59.0% | +187.6% | -128.7% | +17.5% |
| All | +189.8% | +498.2% | -308.4% | +67.7% |
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