+328.7%
WM vs NOC
+158.6%
+170.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.6% |
| 7D | -0.5% | -2.9% | +2.5% | +0.3% |
| 30D | +13.3% | +12.1% | +1.2% | +9.4% |
| 3M | +4.4% | -5.3% | +9.6% | +5.8% |
| 6M | +10.8% | -1.0% | +11.8% | +10.6% |
| YTD | +9.1% | -4.3% | +13.4% | +9.2% |
| 1Y | +19.1% | -3.6% | +22.8% | +19.0% |
| 3Y | +45.7% | +22.9% | +22.8% | +32.3% |
| 5Y | +60.4% | +60.4% | +0.1% | +28.6% |
| 10Y | +328.7% | +161.3% | +167.5% | +199.6% |
| All | +328.7% | +158.6% | +170.1% | +199.6% |
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