+142.2%
AS vs NWSA
+10.0%
+132.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +2.8% |
| 7D | +5.8% | -10.5% | +16.3% | +11.1% |
| 30D | +15.4% | -8.8% | +24.1% | +19.9% |
| 3M | -11.9% | -6.5% | -5.4% | -10.0% |
| 6M | -9.9% | -1.3% | -8.6% | -11.1% |
| YTD | -13.1% | +2.5% | -15.6% | -16.4% |
| 1Y | +9.9% | +0.2% | +9.7% | +7.1% |
| All | +142.2% | +10.0% | +132.2% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling