+7.7%
AS vs NWSA
-0.3%
+8.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.0% |
| 7D | +5.8% | -10.5% | +16.3% | +8.3% |
| 30D | +15.4% | -8.8% | +24.1% | +17.6% |
| 3M | -11.9% | -6.5% | -5.4% | -10.8% |
| 6M | -9.9% | -1.3% | -8.6% | -10.0% |
| YTD | -13.1% | +2.5% | -15.6% | -13.9% |
| All | +7.7% | -0.3% | +8.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling