+131.9%
AS vs NWSA
+11.1%
+120.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.9% |
| 7D | -3.0% | -12.2% | +9.2% | +2.8% |
| 30D | +9.6% | -8.7% | +18.2% | +13.8% |
| 3M | -8.2% | -6.0% | -2.2% | -6.4% |
| 6M | -9.9% | -0.3% | -9.6% | -11.6% |
| YTD | -16.8% | +3.5% | -20.3% | -20.4% |
| 1Y | +3.0% | +0.8% | +2.2% | +0.2% |
| All | +131.9% | +11.1% | +120.8% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling