+991.6%
WDC vs NOC
+55.2%
+936.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +7.5% | -1.6% | +9.0% | +7.3% |
| 30D | +10.1% | -10.4% | +20.4% | +8.9% |
| 3M | -6.8% | -5.6% | -1.2% | -7.0% |
| 6M | +84.1% | -30.4% | +114.5% | +82.5% |
| YTD | +180.3% | -8.5% | +188.7% | +180.1% |
| 1Y | +411.1% | -8.3% | +419.4% | +410.6% |
| 3Y | +1,375.0% | +28.2% | +1,346.8% | +1,383.4% |
| 5Y | +991.6% | +56.7% | +934.8% | +938.3% |
| All | +991.6% | +55.2% | +936.4% | +938.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling