+45.8%
AR vs NWSA
+44.8%
+1.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.2% |
| 7D | -1.8% | -2.6% | +0.8% | -0.9% |
| 30D | +12.6% | +4.6% | +8.0% | +10.9% |
| 3M | +10.0% | +10.2% | -0.2% | +6.0% |
| 6M | +0.6% | +21.6% | -21.0% | -7.2% |
| YTD | +13.4% | +14.6% | -1.2% | +7.0% |
| 1Y | +21.7% | +0.4% | +21.4% | +21.7% |
| 3Y | +45.8% | +45.0% | +0.8% | +24.3% |
| All | +45.8% | +44.8% | +1.0% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling