+522.2%
A vs NWSA
+97.3%
+425.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +0.8% | -11.3% | +12.2% | +4.9% |
| 3M | +16.9% | -8.1% | +24.9% | +19.8% |
| 6M | +53.8% | -0.7% | +54.4% | +52.2% |
| YTD | +28.1% | +1.3% | +26.8% | +25.2% |
| 1Y | +15.0% | -1.3% | +16.4% | +13.6% |
| 3Y | +63.1% | +28.4% | +34.7% | +44.2% |
| 5Y | +11.5% | +15.3% | -3.8% | -0.1% |
| 10Y | +303.2% | +142.7% | +160.5% | +147.8% |
| All | +522.2% | +97.3% | +425.0% | +314.6% |
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