+285.3%
WMB vs NOC
+56.8%
+228.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.2% |
| 30D | +7.7% | -8.9% | +16.6% | +9.4% |
| 3M | +6.7% | -3.7% | +10.4% | +7.3% |
| 6M | +3.6% | -30.8% | +34.4% | +10.1% |
| YTD | +28.0% | -7.9% | +35.9% | +29.0% |
| 1Y | +37.6% | -9.4% | +47.0% | +38.9% |
| 3Y | +149.0% | +29.0% | +120.1% | +127.7% |
| 5Y | +285.3% | +56.1% | +229.3% | +216.0% |
| All | +285.3% | +56.8% | +228.5% | +216.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling