+28,547.2%
WM vs NOC
+16,780.9%
+11,766.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +1.2% | -5.8% | +7.0% | +2.5% |
| 30D | +13.1% | +10.9% | +2.2% | +10.5% |
| 3M | +3.6% | -7.1% | +10.7% | +5.2% |
| 6M | +8.1% | -5.3% | +13.4% | +9.0% |
| YTD | +8.9% | -6.8% | +15.7% | +9.8% |
| 1Y | +20.3% | -6.7% | +27.0% | +21.3% |
| 3Y | +46.2% | +17.2% | +29.0% | +38.4% |
| 5Y | +59.9% | +56.3% | +3.6% | +40.2% |
| 10Y | +345.6% | +173.7% | +171.9% | +243.1% |
| All | +28,547.2% | +16,780.9% | +11,766.4% | +15,086.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling