+198.5%
WMB vs NOC
+63.6%
+135.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.2% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -7.2% | +14.1% | -21.3% | -9.2% |
| 3M | -5.4% | -4.6% | -0.8% | -4.8% |
| 6M | -4.9% | +0.7% | -5.6% | -5.2% |
| YTD | +14.7% | -2.6% | +17.3% | +14.5% |
| 1Y | +14.7% | -1.0% | +15.7% | +14.1% |
| 3Y | +116.4% | +24.5% | +91.9% | +101.6% |
| 5Y | +198.5% | +64.3% | +134.2% | +150.4% |
| All | +198.5% | +63.6% | +135.0% | +150.4% |
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