+371.6%
ALL vs NWSA
+148.1%
+223.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | +5.0% | +2.2% | +2.8% | +4.2% |
| 30D | +13.3% | -8.8% | +22.1% | +16.3% |
| 3M | +3.2% | -6.5% | +9.7% | +5.0% |
| 6M | +25.3% | +1.5% | +23.8% | +23.9% |
| YTD | +30.5% | +4.0% | +26.4% | +27.2% |
| 1Y | +29.2% | +3.4% | +25.8% | +26.2% |
| 3Y | +119.1% | +34.8% | +84.3% | +92.5% |
| 5Y | +162.6% | +18.4% | +144.3% | +135.0% |
| All | +371.6% | +148.1% | +223.5% | +202.5% |
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