+180.8%
AA vs NWSA
+127.4%
+53.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -0.9% |
| 7D | -0.7% | -1.9% | +1.2% | +0.6% |
| 30D | +5.0% | +4.6% | +0.4% | +1.4% |
| 3M | -35.8% | +13.2% | -49.1% | -42.0% |
| 6M | -18.4% | +27.0% | -45.4% | -32.4% |
| YTD | -5.5% | +16.8% | -22.3% | -18.0% |
| 1Y | +61.0% | +4.5% | +56.5% | +49.9% |
| 3Y | +66.2% | +46.2% | +20.0% | +23.0% |
| 5Y | +11.4% | +40.9% | -29.5% | -17.7% |
| 10Y | +116.9% | +145.1% | -28.2% | +5.8% |
| All | +180.8% | +127.4% | +53.3% | +40.2% |
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