+117.0%
AA vs NWSA
+149.4%
-32.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.4% | -2.8% | -0.6% | -1.5% |
| 30D | -5.8% | +3.0% | -8.8% | -8.0% |
| 3M | -29.9% | +12.3% | -42.2% | -36.6% |
| 6M | -27.0% | +21.9% | -48.9% | -38.4% |
| YTD | -8.7% | +13.6% | -22.3% | -20.0% |
| 1Y | +50.6% | +0.5% | +50.2% | +43.7% |
| 3Y | +74.1% | +43.8% | +30.3% | +27.2% |
| 5Y | +2.6% | +41.2% | -38.6% | -26.5% |
| All | +117.0% | +149.4% | -32.4% | -0.7% |
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