+2,375.9%
AAPL vs NWSA
+127.4%
+2,248.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | +3.0% | +4.6% | -1.6% | +1.2% |
| 3M | +2.9% | +13.2% | -10.3% | -2.0% |
| 6M | +22.1% | +27.0% | -4.9% | +11.0% |
| YTD | +18.0% | +16.8% | +1.2% | +10.3% |
| 1Y | +33.9% | +4.5% | +29.4% | +30.2% |
| 3Y | +71.2% | +46.2% | +24.9% | +45.6% |
| 5Y | +112.6% | +40.9% | +71.7% | +79.1% |
| 10Y | +1,198.8% | +145.1% | +1,053.7% | +732.3% |
| All | +2,375.9% | +127.4% | +2,248.5% | +1,519.4% |
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