+211.9%
B vs NWSA
+144.0%
+67.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.0% | -3.1% | +4.1% | +1.5% |
| 30D | +9.5% | +4.3% | +5.2% | +8.9% |
| 3M | +14.3% | +9.2% | +5.1% | +12.9% |
| 6M | -1.9% | +21.6% | -23.4% | -4.6% |
| YTD | +4.1% | +14.2% | -10.1% | +1.9% |
| 1Y | +56.1% | +1.8% | +54.4% | +55.0% |
| 3Y | +202.0% | +44.4% | +157.6% | +186.2% |
| 5Y | +158.8% | +41.0% | +117.9% | +142.0% |
| 10Y | +211.9% | +150.0% | +61.9% | +183.6% |
| All | +211.9% | +144.0% | +67.9% | +183.6% |
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