+46.2%
WM vs NOC
+16.8%
+29.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +1.2% | -5.8% | +7.0% | +2.2% |
| 30D | +13.1% | +10.9% | +2.2% | +11.2% |
| 3M | +3.6% | -7.1% | +10.7% | +4.6% |
| 6M | +8.1% | -5.3% | +13.4% | +8.6% |
| YTD | +8.9% | -6.8% | +15.7% | +9.7% |
| 1Y | +20.3% | -6.7% | +27.0% | +21.1% |
| 3Y | +46.2% | +17.2% | +29.0% | +46.9% |
| All | +46.2% | +16.8% | +29.4% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling