+5,376.0%
WMB vs NOC
+16,458.4%
-11,082.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.0% |
| 7D | +0.6% | -5.2% | +5.7% | +2.4% |
| 30D | +3.3% | -7.2% | +10.5% | +5.9% |
| 3M | +3.1% | -5.1% | +8.2% | +4.6% |
| 6M | -0.7% | -31.1% | +30.4% | +11.9% |
| YTD | +25.2% | -8.6% | +33.7% | +27.4% |
| 1Y | +32.9% | -9.7% | +42.6% | +35.4% |
| 3Y | +140.6% | +24.3% | +116.3% | +113.4% |
| 5Y | +273.5% | +52.6% | +220.8% | +201.1% |
| 10Y | +334.2% | +183.6% | +150.6% | +166.8% |
| All | +5,376.0% | +16,458.4% | -11,082.4% | +1,311.4% |
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 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