+17.6%
ABNB vs NWSA
+70.3%
-52.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -6.5% | -2.8% | -3.7% | -4.7% |
| 30D | -5.5% | +3.0% | -8.5% | -7.2% |
| 3M | +30.0% | +12.3% | +17.7% | +19.6% |
| 6M | +27.6% | +21.9% | +5.7% | +10.8% |
| YTD | +25.4% | +13.6% | +11.8% | +13.8% |
| 1Y | +38.3% | +0.5% | +37.8% | +35.5% |
| 3Y | +15.5% | +43.8% | -28.2% | -11.5% |
| 5Y | +3.0% | +41.2% | -38.1% | -21.8% |
| All | +17.6% | +70.3% | -52.6% | +3.8% |
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 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