+367.1%
ALL vs NWSA
+151.0%
+216.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | -9.7% | +9.5% | +2.9% |
| 30D | +13.8% | -8.6% | +22.4% | +16.8% |
| 3M | -2.8% | -6.3% | +3.5% | -1.1% |
| 6M | +23.7% | -1.2% | +24.8% | +23.4% |
| YTD | +27.3% | +2.6% | +24.6% | +24.7% |
| 1Y | +30.5% | 0.0% | +30.5% | +29.0% |
| 3Y | +113.0% | +30.1% | +82.9% | +89.5% |
| 5Y | +157.6% | +18.3% | +139.3% | +130.4% |
| All | +367.1% | +151.0% | +216.1% | +200.5% |
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