+131.4%
WMT vs NOC
+57.3%
+74.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -6.4% | -9.4% | +3.0% | -5.1% |
| 3M | -12.1% | -3.8% | -8.3% | -11.6% |
| 6M | -15.0% | -28.8% | +13.8% | -11.1% |
| YTD | -4.5% | -7.9% | +3.4% | -3.7% |
| 1Y | +6.2% | -9.0% | +15.2% | +7.2% |
| 3Y | +99.9% | +29.1% | +70.8% | +89.2% |
| 5Y | +131.4% | +58.9% | +72.5% | +108.8% |
| All | +131.4% | +57.3% | +74.2% | +108.8% |
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 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