+296.4%
WBD vs NOC
+1,540.3%
-1,244.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -0.7% | -2.7% | +2.0% | +0.3% |
| 30D | +5.0% | -8.9% | +13.9% | +8.7% |
| 3M | +6.2% | -3.7% | +9.9% | +7.2% |
| 6M | +0.6% | -30.8% | +31.4% | +14.9% |
| YTD | -2.4% | -7.9% | +5.5% | -1.1% |
| 1Y | +127.7% | -9.4% | +137.1% | +131.6% |
| 3Y | +148.4% | +29.0% | +119.4% | +111.6% |
| 5Y | +4.2% | +56.1% | -51.8% | -22.4% |
| 10Y | +10.8% | +186.3% | -175.5% | -44.9% |
| All | +296.4% | +1,540.3% | -1,244.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling