+97.9%
APA vs NWSA
+1.3%
+96.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | +0.8% | -4.8% | +5.5% | +0.1% |
| 30D | +9.6% | +3.0% | +6.7% | +10.1% |
| 3M | +18.0% | +9.3% | +8.7% | +19.9% |
| 6M | +41.9% | +23.2% | +18.7% | +44.5% |
| YTD | +86.3% | +13.3% | +73.0% | +90.1% |
| 1Y | +97.9% | +2.9% | +95.0% | +95.5% |
| All | +97.9% | +1.3% | +96.5% | +95.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling