+11,253.4%
WDC vs NOC
+17,598.2%
-6,344.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | +4.8% | +7.2% | +10.6% |
| 30D | -18.8% | +11.0% | -29.8% | -21.4% |
| 3M | -39.3% | -3.8% | -35.5% | -38.9% |
| 6M | -40.1% | +0.6% | -40.8% | -41.2% |
| YTD | +71.8% | -2.3% | +74.1% | +69.5% |
| 1Y | +88.5% | +0.3% | +88.2% | +84.2% |
| 3Y | +770.0% | +24.6% | +745.4% | +668.6% |
| 5Y | +549.0% | +66.0% | +483.1% | +402.6% |
| 10Y | +650.3% | +161.2% | +489.1% | +390.8% |
| All | +11,253.4% | +17,598.2% | -6,344.8% | +2,079.4% |
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 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