+21.6%
AR vs NWSA
+2.0%
+19.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | +5.5% | +4.3% | +1.2% | +5.5% |
| 3M | +12.9% | +9.2% | +3.6% | +12.7% |
| 6M | +0.1% | +21.6% | -21.5% | -0.5% |
| YTD | +13.5% | +14.2% | -0.7% | +13.3% |
| 1Y | +21.6% | +1.8% | +19.8% | +13.9% |
| All | +21.6% | +2.0% | +19.6% | +13.9% |
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 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