+143.7%
AR vs NWSA
+40.1%
+103.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.2% | -3.1% | +1.9% | +0.1% |
| 30D | +5.5% | +4.3% | +1.2% | +3.7% |
| 3M | +12.9% | +9.2% | +3.6% | +8.2% |
| 6M | +0.1% | +21.6% | -21.5% | -9.0% |
| YTD | +13.5% | +14.2% | -0.7% | +5.7% |
| 1Y | +21.6% | +1.8% | +19.8% | +18.9% |
| 3Y | +46.0% | +44.4% | +1.5% | +19.5% |
| 5Y | +143.7% | +41.0% | +102.8% | +94.7% |
| All | +143.7% | +40.1% | +103.7% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling