+361.3%
ALL vs NWSA
+150.8%
+210.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.2% | -3.1% | +0.8% | -1.2% |
| 30D | -5.6% | +4.3% | -9.9% | -6.9% |
| 3M | +17.2% | +9.2% | +8.0% | +13.7% |
| 6M | +23.2% | +21.6% | +1.7% | +15.1% |
| YTD | +23.6% | +14.2% | +9.4% | +17.5% |
| 1Y | +29.2% | +1.8% | +27.4% | +27.3% |
| 3Y | +153.8% | +44.4% | +109.4% | +119.3% |
| 5Y | +116.1% | +41.0% | +75.1% | +82.8% |
| All | +361.3% | +150.8% | +210.5% | +191.2% |
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