+326.4%
WM vs NOC
+158.6%
+167.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +13.7% | +14.1% | -0.5% | +9.2% |
| 3M | +5.2% | -4.6% | +9.9% | +6.4% |
| 6M | +11.2% | +0.7% | +10.5% | +10.4% |
| YTD | +9.4% | -2.6% | +12.0% | +9.0% |
| 1Y | +20.4% | -1.0% | +21.4% | +19.3% |
| 3Y | +44.7% | +24.5% | +20.2% | +31.0% |
| 5Y | +58.5% | +64.3% | -5.8% | +26.0% |
| 10Y | +326.4% | +162.8% | +163.6% | +197.4% |
| All | +326.4% | +158.6% | +167.7% | +197.4% |
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 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