+615.0%
ALL vs NWSA
+99.5%
+515.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.9% | -10.5% | +6.6% | -0.9% |
| 30D | +10.6% | -8.8% | +19.4% | +13.4% |
| 3M | -4.6% | -6.5% | +2.0% | -2.9% |
| 6M | +20.2% | -1.3% | +21.5% | +20.0% |
| YTD | +23.7% | +2.5% | +21.2% | +21.5% |
| 1Y | +27.9% | +0.2% | +27.7% | +26.5% |
| 3Y | +109.2% | +27.6% | +81.5% | +89.3% |
| 5Y | +148.0% | +17.0% | +131.0% | +124.9% |
| 10Y | +363.8% | +148.3% | +215.4% | +209.5% |
| All | +615.0% | +99.5% | +515.5% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling