-26.5%
AR vs NWSA
+92.6%
-119.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +2.1% | -12.2% | +14.3% | +8.8% |
| 30D | +4.5% | -8.7% | +13.2% | +8.6% |
| 3M | +1.0% | -6.0% | +7.0% | +3.0% |
| 6M | +4.4% | -0.3% | +4.8% | +2.2% |
| YTD | +10.9% | +3.5% | +7.4% | +5.1% |
| 1Y | +8.6% | +0.8% | +7.8% | +4.3% |
| 3Y | +48.5% | +31.1% | +17.4% | +20.3% |
| 5Y | +95.7% | +18.8% | +77.0% | +61.3% |
| 10Y | +55.5% | +147.9% | -92.4% | -20.8% |
| All | -26.5% | +92.6% | -119.2% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling