+386.0%
WDC vs NOC
-7.7%
+393.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.2% |
| 7D | +4.4% | -1.8% | +6.2% | +3.9% |
| 30D | +5.3% | -9.4% | +14.7% | +2.4% |
| 3M | -5.9% | -3.8% | -2.1% | -5.9% |
| 6M | +73.2% | -28.8% | +102.0% | +77.6% |
| YTD | +167.8% | -7.9% | +175.7% | +174.8% |
| 1Y | +386.0% | -9.0% | +395.0% | +407.4% |
| All | +386.0% | -7.7% | +393.7% | +407.4% |
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 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