+189.8%
NOC vs WY
+7.6%
+182.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.8% | -4.2% | +4.9% | +1.8% |
| 30D | -9.7% | -10.1% | +0.4% | -7.3% |
| 3M | -5.6% | -8.5% | +2.9% | -3.9% |
| 6M | -28.6% | -3.3% | -25.2% | -28.3% |
| YTD | -7.9% | -4.4% | -3.5% | -7.3% |
| 1Y | -9.5% | -11.5% | +2.0% | -7.3% |
| 3Y | +28.4% | -24.3% | +52.7% | +34.6% |
| 5Y | +59.0% | -21.3% | +80.3% | +61.4% |
| All | +189.8% | +7.6% | +182.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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