+266.3%
WMB vs NOC
+158.6%
+107.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.1% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -7.2% | +14.1% | -21.3% | -10.2% |
| 3M | -5.4% | -4.6% | -0.8% | -4.4% |
| 6M | -4.9% | +0.7% | -5.6% | -5.4% |
| YTD | +14.7% | -2.6% | +17.3% | +14.3% |
| 1Y | +14.7% | -1.0% | +15.7% | +13.7% |
| 3Y | +116.4% | +24.5% | +91.9% | +97.2% |
| 5Y | +198.5% | +64.3% | +134.2% | +144.4% |
| 10Y | +266.3% | +162.8% | +103.5% | +169.7% |
| All | +266.3% | +158.6% | +107.7% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling