+441.7%
A vs NWSA
+127.4%
+314.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -1.9% | -1.9% | -0.1% | -1.3% |
| 30D | +6.9% | +4.6% | +2.3% | +5.0% |
| 3M | +9.2% | +13.2% | -4.0% | +3.7% |
| 6M | +25.7% | +27.0% | -1.3% | +13.8% |
| YTD | +11.5% | +16.8% | -5.3% | +4.0% |
| 1Y | +18.4% | +4.5% | +13.9% | +14.6% |
| 3Y | +26.6% | +46.2% | -19.6% | +7.1% |
| 5Y | -12.8% | +40.9% | -53.7% | -27.2% |
| 10Y | +247.2% | +145.1% | +102.1% | +114.7% |
| All | +441.7% | +127.4% | +314.3% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling