+8,900.5%
WMT vs NOC
+16,477.4%
-7,576.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | -1.6% | +1.3% | +0.1% |
| 30D | -5.8% | -10.4% | +4.5% | -3.7% |
| 3M | -10.8% | -5.6% | -5.2% | -9.8% |
| 6M | -14.3% | -30.4% | +16.0% | -8.1% |
| YTD | -4.4% | -8.5% | +4.1% | -3.2% |
| 1Y | +4.3% | -8.3% | +12.7% | +5.5% |
| 3Y | +100.1% | +28.2% | +71.8% | +86.2% |
| 5Y | +130.8% | +56.7% | +74.1% | +103.5% |
| 10Y | +433.7% | +189.3% | +244.4% | +307.6% |
| All | +8,900.5% | +16,477.4% | -7,576.8% | +3,128.4% |
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