+85.2%
AZO vs NWSA
+40.0%
+45.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.8% | -0.8% | -3.1% |
| 30D | -5.6% | +3.0% | -8.6% | -6.0% |
| 3M | -6.6% | +12.3% | -19.0% | -8.4% |
| 6M | -22.5% | +21.9% | -44.4% | -25.0% |
| YTD | -15.2% | +13.6% | -28.7% | -17.1% |
| 1Y | -33.9% | +0.5% | -34.4% | -34.1% |
| 3Y | +11.8% | +43.8% | -31.9% | +3.2% |
| All | +85.2% | +40.0% | +45.2% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling