+15,879.4%
NOC vs WY
+676.8%
+15,202.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | -8.9% | -10.5% | +1.6% | -6.5% |
| 3M | -3.7% | -4.9% | +1.2% | -2.8% |
| 6M | -30.8% | -4.9% | -25.9% | -30.3% |
| YTD | -7.9% | -1.7% | -6.3% | -8.0% |
| 1Y | -9.4% | -9.4% | -0.1% | -7.8% |
| 3Y | +29.0% | -22.3% | +51.3% | +34.1% |
| 5Y | +56.1% | -20.5% | +76.6% | +58.7% |
| 10Y | +186.3% | +4.9% | +181.3% | +156.0% |
| All | +15,879.4% | +676.8% | +15,202.6% | +7,806.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling