+26,336.4%
WM vs NOC
+16,458.4%
+9,878.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | -0.3% | -5.2% | +4.9% | +0.9% |
| 30D | -2.4% | -7.2% | +4.8% | -0.8% |
| 3M | +0.4% | -5.1% | +5.5% | +1.4% |
| 6M | -9.5% | -31.1% | +21.6% | -2.0% |
| YTD | +0.5% | -8.6% | +9.1% | +1.9% |
| 1Y | -1.1% | -9.7% | +8.6% | +0.5% |
| 3Y | +46.0% | +24.3% | +21.8% | +36.4% |
| 5Y | +51.8% | +52.6% | -0.8% | +33.8% |
| 10Y | +307.5% | +183.6% | +123.9% | +212.1% |
| All | +26,336.4% | +16,458.4% | +9,878.0% | +13,988.5% |
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