+94.8%
AUR vs NWSA
+43.3%
+51.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +1.4% | -2.8% | +4.2% | +3.9% |
| 30D | -6.4% | +3.0% | -9.4% | -9.4% |
| 3M | +7.7% | +12.3% | -4.6% | -6.1% |
| 6M | +44.5% | +21.9% | +22.6% | +14.5% |
| YTD | +67.4% | +13.6% | +53.9% | +41.4% |
| 1Y | +15.4% | +0.5% | +15.0% | +13.8% |
| 3Y | +94.8% | +43.8% | +51.1% | +26.9% |
| All | +94.8% | +43.3% | +51.6% | +26.9% |
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