+27.5%
NOC vs WWD
+167.9%
-140.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -10.4% | -5.1% | -5.3% | -9.8% |
| 3M | -5.6% | -11.2% | +5.6% | -4.4% |
| 6M | -30.4% | -12.0% | -18.4% | -29.5% |
| YTD | -8.5% | +12.0% | -20.5% | -9.7% |
| 1Y | -8.3% | +42.8% | -51.1% | -11.6% |
| All | +27.5% | +167.9% | -140.4% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling