+417.4%
WDC vs NOC
-10.0%
+427.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +5.1% |
| 7D | +1.7% | -5.2% | +6.9% | +0.2% |
| 30D | -10.0% | -7.2% | -2.8% | -11.8% |
| 3M | -18.8% | -5.1% | -13.6% | -18.9% |
| 6M | +79.0% | -31.1% | +110.1% | +83.4% |
| YTD | +171.6% | -8.6% | +180.1% | +177.9% |
| 1Y | +417.4% | -9.7% | +427.1% | +428.1% |
| All | +417.4% | -10.0% | +427.4% | +428.1% |
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