+20.0%
WM vs NOC
-3.0%
+23.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.4% |
| 7D | -0.5% | -2.9% | +2.5% | +0.1% |
| 30D | +13.3% | +12.1% | +1.2% | +10.7% |
| 3M | +4.4% | -5.3% | +9.6% | +5.1% |
| 6M | +10.8% | -1.0% | +11.8% | +10.4% |
| YTD | +9.1% | -4.3% | +13.4% | +8.8% |
| All | +20.0% | -3.0% | +23.0% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling