+73.4%
WBD vs NOC
-9.0%
+82.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | +1.4% | -9.7% | +11.1% | +1.3% |
| 3M | +4.4% | -5.6% | +10.0% | +4.7% |
| 6M | +0.8% | -28.6% | +29.4% | +0.9% |
| YTD | -2.7% | -7.9% | +5.2% | -1.1% |
| 1Y | +73.4% | -9.5% | +82.9% | +86.6% |
| All | +73.4% | -9.0% | +82.4% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling