+95.3%
AAPL vs NWSA
+32.6%
+62.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.6% |
| 7D | +4.1% | +2.2% | +1.9% | +3.3% |
| 30D | +4.0% | -8.8% | +12.7% | +7.0% |
| 3M | +16.8% | -6.5% | +23.3% | +18.8% |
| 6M | +19.4% | +1.5% | +17.9% | +17.0% |
| YTD | +31.5% | +4.0% | +27.5% | +26.9% |
| 1Y | +31.0% | +3.4% | +27.5% | +26.6% |
| 3Y | +95.3% | +34.8% | +60.4% | +75.8% |
| All | +95.3% | +32.6% | +62.7% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling