+815.8%
WDC vs NOC
+24.4%
+791.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.8% |
| 7D | +16.3% | +4.5% | +11.7% | +17.5% |
| 30D | -18.3% | +14.1% | -32.3% | -15.2% |
| 3M | -31.4% | -4.5% | -27.0% | -31.9% |
| 6M | -36.3% | -0.8% | -35.5% | -35.4% |
| YTD | +80.8% | -2.5% | +83.4% | +84.8% |
| 1Y | +87.7% | -0.1% | +87.8% | +93.3% |
| All | +815.8% | +24.4% | +791.4% | +960.1% |
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 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