+124.8%
AAPL vs NWSA
+39.0%
+85.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.3% | +3.9% |
| 7D | -0.5% | -4.8% | +4.3% | +1.6% |
| 30D | +7.1% | +3.0% | +4.1% | +5.7% |
| 3M | +12.1% | +9.3% | +2.8% | +7.7% |
| 6M | +25.4% | +23.2% | +2.2% | +13.9% |
| YTD | +20.5% | +13.3% | +7.1% | +13.0% |
| 1Y | +44.5% | +2.9% | +41.6% | +41.1% |
| 3Y | +85.8% | +43.3% | +42.4% | +54.6% |
| 5Y | +124.8% | +40.9% | +83.9% | +76.7% |
| All | +124.8% | +39.0% | +85.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling