+28.4%
NOC vs WY
-25.0%
+53.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.1% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | -9.4% | -11.3% | +1.9% | -7.6% |
| 3M | -3.8% | -8.1% | +4.3% | -2.7% |
| 6M | -28.8% | -7.4% | -21.3% | -28.0% |
| YTD | -7.9% | -4.7% | -3.2% | -7.4% |
| 1Y | -9.0% | -9.2% | +0.2% | -8.0% |
| All | +28.4% | -25.0% | +53.4% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling