+11,850.9%
WDC vs NOC
+17,556.4%
-5,705.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +16.3% | +4.5% | +11.7% | +14.8% |
| 30D | -18.3% | +14.1% | -32.3% | -21.5% |
| 3M | -31.4% | -4.5% | -27.0% | -30.9% |
| 6M | -36.3% | -0.8% | -35.5% | -37.1% |
| YTD | +80.8% | -2.5% | +83.4% | +78.6% |
| 1Y | +87.7% | -0.1% | +87.8% | +83.6% |
| 3Y | +819.4% | +24.6% | +794.8% | +712.2% |
| 5Y | +583.2% | +65.6% | +517.6% | +429.5% |
| 10Y | +689.8% | +160.5% | +529.2% | +417.0% |
| All | +11,850.9% | +17,556.4% | -5,705.5% | +2,195.8% |
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