+114.8%
ALL vs NWSA
+40.6%
+74.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | -1.7% | -2.6% | +0.9% | -1.0% |
| 30D | -4.7% | +4.6% | -9.2% | -5.8% |
| 3M | +18.4% | +10.2% | +8.2% | +15.2% |
| 6M | +20.5% | +21.6% | -1.1% | +14.0% |
| YTD | +23.5% | +14.6% | +8.9% | +18.5% |
| 1Y | +29.0% | +0.4% | +28.6% | +28.1% |
| 3Y | +153.7% | +45.0% | +108.7% | +125.3% |
| 5Y | +114.8% | +41.3% | +73.5% | +84.7% |
| All | +114.8% | +40.6% | +74.1% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling