-35.7%
AUR vs NWSA
+13.2%
-48.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +1.4% | -2.8% | +4.2% | +3.8% |
| 30D | -6.4% | +3.0% | -9.4% | -9.2% |
| 3M | +7.7% | +12.3% | -4.6% | -4.9% |
| 6M | +44.5% | +21.9% | +22.6% | +18.0% |
| YTD | +67.4% | +13.6% | +53.9% | +43.8% |
| 1Y | +15.4% | +0.5% | +15.0% | +11.2% |
| 3Y | +94.8% | +43.8% | +51.1% | +42.4% |
| 5Y | -35.1% | +41.2% | -76.3% | -56.8% |
| All | -35.7% | +13.2% | -48.9% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling