+1,315.3%
AMAT vs NWSA
+159.6%
+1,155.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.0% |
| 7D | -1.1% | -10.5% | +9.4% | +5.2% |
| 30D | -26.9% | -8.8% | -18.2% | -23.4% |
| 3M | -31.2% | -6.5% | -24.7% | -29.4% |
| 6M | -14.7% | -1.3% | -13.4% | -17.5% |
| YTD | +44.7% | +2.5% | +42.2% | +35.1% |
| 1Y | +62.0% | +0.2% | +61.8% | +53.1% |
| 3Y | +165.0% | +27.6% | +137.4% | +112.9% |
| 5Y | +147.1% | +17.0% | +130.1% | +105.1% |
| 10Y | +1,315.3% | +148.3% | +1,166.9% | +670.8% |
| All | +1,315.3% | +159.6% | +1,155.7% | +670.8% |
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