-25.6%
AR vs NWSA
+88.6%
-114.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.4% |
| 7D | +6.4% | -0.8% | +7.2% | +6.8% |
| 30D | +3.1% | -11.3% | +14.5% | +8.8% |
| 3M | +3.3% | -8.1% | +11.3% | +6.6% |
| 6M | +6.6% | -0.7% | +7.2% | +4.3% |
| YTD | +12.3% | +1.3% | +11.0% | +7.6% |
| 1Y | +12.3% | -1.3% | +13.6% | +9.1% |
| 3Y | +50.4% | +28.4% | +22.1% | +23.2% |
| 5Y | +101.0% | +15.3% | +85.7% | +68.4% |
| 10Y | +57.5% | +142.7% | -85.2% | -18.9% |
| All | -25.6% | +88.6% | -114.2% | -57.6% |
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