+56.7%
NOC vs WWD
+191.3%
-134.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.7% |
| 3M | -5.6% | -11.2% | +5.6% | -4.2% |
| 6M | -30.4% | -12.0% | -18.4% | -29.4% |
| YTD | -8.5% | +12.0% | -20.5% | -10.3% |
| 1Y | -8.3% | +42.8% | -51.1% | -13.1% |
| 3Y | +28.2% | +168.9% | -140.7% | +8.7% |
| 5Y | +56.7% | +192.2% | -135.5% | +27.5% |
| All | +56.7% | +191.3% | -134.6% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling