+5,969.2%
NOC vs WWD
+15,408.5%
-9,439.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -5.2% | +1.3% | -6.5% | -5.4% |
| 30D | -7.2% | -7.2% | 0.0% | -6.0% |
| 3M | -5.1% | -3.8% | -1.3% | -4.7% |
| 6M | -31.1% | -9.9% | -21.2% | -30.2% |
| YTD | -8.6% | +14.8% | -23.4% | -11.5% |
| 1Y | -9.7% | +42.1% | -51.8% | -16.2% |
| 3Y | +24.3% | +170.8% | -146.5% | +0.9% |
| 5Y | +52.6% | +197.5% | -144.9% | +19.9% |
| 10Y | +183.6% | +477.8% | -294.2% | +89.8% |
| All | +5,969.2% | +15,408.5% | -9,439.4% | +2,943.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling