+21.8%
WM vs NOC
-1.3%
+23.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +1.2% | +4.5% | -3.4% | +0.2% |
| 30D | +15.2% | +14.1% | +1.2% | +12.2% |
| 3M | +8.3% | -4.5% | +12.8% | +8.9% |
| 6M | +13.1% | -0.8% | +13.9% | +12.6% |
| YTD | +12.5% | -2.5% | +15.0% | +11.7% |
| 1Y | +21.8% | -0.1% | +21.9% | +20.2% |
| All | +21.8% | -1.3% | +23.0% | +20.2% |
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