-36.7%
AUR vs NWSA
+13.0%
-49.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.0% |
| 7D | +0.2% | -4.8% | +4.9% | +4.2% |
| 30D | -8.9% | +3.0% | -11.9% | -11.6% |
| 3M | +4.6% | +9.3% | -4.7% | -5.3% |
| 6M | +44.9% | +23.2% | +21.7% | +17.1% |
| YTD | +64.8% | +13.3% | +51.5% | +41.8% |
| 1Y | +16.4% | +2.9% | +13.5% | +9.5% |
| 3Y | +85.1% | +43.3% | +41.8% | +35.6% |
| 5Y | -36.1% | +40.9% | -77.0% | -57.4% |
| All | -36.7% | +13.0% | -49.7% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling