+316.9%
WMB vs NOC
+188.4%
+128.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.8% | -2.7% | +3.5% | +1.5% |
| 30D | +7.7% | -8.9% | +16.6% | +10.2% |
| 3M | +6.7% | -3.7% | +10.4% | +7.4% |
| 6M | +3.6% | -30.8% | +34.4% | +13.2% |
| YTD | +28.0% | -7.9% | +35.9% | +29.4% |
| 1Y | +37.6% | -9.4% | +47.0% | +39.4% |
| 3Y | +149.0% | +29.0% | +120.1% | +123.1% |
| 5Y | +285.3% | +56.1% | +229.3% | +218.6% |
| All | +316.9% | +188.4% | +128.6% | +168.8% |
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