+143.5%
WBD vs NOC
+28.9%
+114.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | -0.6% | -1.8% | +1.2% | -0.5% |
| 30D | +4.2% | -9.4% | +13.6% | +4.9% |
| 3M | +7.5% | -3.8% | +11.4% | +7.8% |
| 6M | +1.6% | -28.8% | +30.3% | +4.6% |
| YTD | -2.2% | -7.9% | +5.7% | -1.9% |
| 1Y | +124.9% | -9.0% | +133.9% | +125.4% |
| All | +143.5% | +28.9% | +114.6% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling