+123.4%
AS vs NWSA
+11.7%
+111.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -2.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.9% |
| 30D | +3.9% | -8.8% | +12.6% | +7.9% |
| 3M | -9.6% | -6.5% | -3.1% | -7.6% |
| 6M | -8.7% | +1.5% | -10.2% | -11.3% |
| YTD | -19.8% | +4.0% | -23.9% | -23.5% |
| 1Y | -1.5% | +3.4% | -5.0% | -5.9% |
| All | +123.4% | +11.7% | +111.7% | +103.8% |
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