-24.2%
AR vs NWSA
+117.5%
-141.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +2.5% | -1.9% | +4.4% | +3.5% |
| 30D | +14.8% | +4.6% | +10.2% | +11.9% |
| 3M | +6.2% | +13.2% | -7.0% | -1.6% |
| 6M | +4.3% | +27.0% | -22.7% | -10.0% |
| YTD | +14.4% | +16.8% | -2.5% | +2.8% |
| 1Y | +21.3% | +4.5% | +16.8% | +15.3% |
| 3Y | +39.8% | +46.2% | -6.4% | +7.9% |
| 5Y | +142.1% | +40.9% | +101.2% | +83.4% |
| 10Y | +52.0% | +145.1% | -93.1% | -22.2% |
| All | -24.2% | +117.5% | -141.7% | -59.5% |
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 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