+120.4%
AS vs NWSA
+25.4%
+94.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.5% |
| 7D | -4.9% | -1.9% | -3.0% | -4.0% |
| 30D | -19.6% | +4.6% | -24.2% | -21.8% |
| 3M | -14.4% | +13.2% | -27.6% | -20.5% |
| 6M | -20.1% | +27.0% | -47.1% | -30.9% |
| YTD | -20.9% | +16.8% | -37.8% | -28.2% |
| 1Y | -21.9% | +4.5% | -26.4% | -23.7% |
| All | +120.4% | +25.4% | +94.9% | +91.3% |
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