+330.3%
WM vs NOC
+160.0%
+170.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +3.2% | +4.8% | -1.6% | +1.8% |
| 30D | +13.0% | +11.0% | +2.0% | +9.5% |
| 3M | +9.2% | -3.8% | +13.0% | +10.2% |
| 6M | +13.6% | +0.6% | +13.0% | +12.8% |
| YTD | +12.4% | -2.3% | +14.7% | +11.9% |
| 1Y | +21.2% | +0.3% | +21.0% | +19.6% |
| 3Y | +48.7% | +24.6% | +24.1% | +34.6% |
| 5Y | +61.9% | +66.0% | -4.1% | +28.3% |
| All | +330.3% | +160.0% | +170.3% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling