+247.4%
A vs NWSA
+149.4%
+98.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -2.6% | -2.8% | +0.2% | -1.6% |
| 30D | -0.9% | +3.0% | -3.9% | -2.0% |
| 3M | +13.6% | +12.3% | +1.3% | +8.4% |
| 6M | +27.8% | +21.9% | +6.0% | +18.0% |
| YTD | +8.6% | +13.6% | -4.9% | +2.6% |
| 1Y | +16.9% | +0.5% | +16.4% | +15.0% |
| 3Y | +32.9% | +43.8% | -10.8% | +13.8% |
| 5Y | -14.1% | +41.2% | -55.3% | -27.9% |
| All | +247.4% | +149.4% | +98.0% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling