+6.1%
AS vs NWSA
+4.0%
+2.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +6.9% | -9.4% | +16.3% | +9.1% |
| 30D | +16.0% | -7.8% | +23.8% | +18.0% |
| 3M | -12.8% | -10.8% | -2.1% | -11.0% |
| 6M | -15.4% | +1.1% | -16.4% | -15.8% |
| YTD | -15.7% | +1.8% | -17.5% | -16.6% |
| 1Y | +6.1% | +6.0% | 0.0% | +6.7% |
| All | +6.1% | +4.0% | +2.1% | +6.7% |
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