+525.6%
A vs NWSA
+102.5%
+423.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.4% |
| 7D | -0.5% | +2.2% | -2.7% | -1.3% |
| 30D | 0.0% | -8.8% | +8.7% | +2.9% |
| 3M | +16.7% | -6.5% | +23.2% | +18.9% |
| 6M | +54.8% | +1.5% | +53.3% | +52.0% |
| YTD | +28.8% | +4.0% | +24.8% | +24.7% |
| 1Y | +19.3% | +3.4% | +15.9% | +15.7% |
| 3Y | +65.5% | +34.8% | +30.7% | +43.6% |
| 5Y | +12.1% | +18.4% | -6.3% | -0.5% |
| 10Y | +305.4% | +149.2% | +156.2% | +146.7% |
| All | +525.6% | +102.5% | +423.1% | +312.8% |
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 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