+61.6%
AG vs NWSA
+149.4%
-87.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.7% | -2.8% | -3.9% | -5.9% |
| 30D | +2.2% | +3.0% | -0.9% | +1.2% |
| 3M | +15.7% | +12.3% | +3.4% | +11.1% |
| 6M | -23.8% | +21.9% | -45.7% | -28.9% |
| YTD | +17.6% | +13.6% | +4.1% | +11.7% |
| 1Y | +88.6% | +0.5% | +88.1% | +86.2% |
| 3Y | +253.4% | +43.8% | +209.7% | +209.1% |
| 5Y | +62.4% | +41.2% | +21.3% | +39.4% |
| All | +61.6% | +149.4% | -87.7% | +20.5% |
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