+579.1%
AU vs NWSA
+43.3%
+535.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | +7.3% | +3.0% | +4.3% | +6.8% |
| 3M | +26.3% | +12.3% | +14.0% | +23.0% |
| 6M | +1.8% | +21.9% | -20.1% | -2.8% |
| YTD | +26.8% | +13.6% | +13.2% | +22.4% |
| 1Y | +66.7% | +0.5% | +66.2% | +66.5% |
| 3Y | +579.1% | +43.8% | +535.3% | +445.4% |
| All | +579.1% | +43.3% | +535.8% | +445.4% |
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