+222.7%
B vs NWSA
+153.1%
+69.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.7% | -12.2% | +9.5% | -1.2% |
| 30D | -4.3% | -8.7% | +4.3% | -3.4% |
| 3M | -2.3% | -6.0% | +3.7% | -1.7% |
| 6M | -16.2% | -0.3% | -15.9% | -16.5% |
| YTD | -8.8% | +3.5% | -12.3% | -9.8% |
| 1Y | +11.4% | +0.8% | +10.6% | +10.6% |
| 3Y | +174.3% | +31.1% | +143.2% | +162.8% |
| 5Y | +116.2% | +18.8% | +97.4% | +105.4% |
| 10Y | +222.7% | +147.9% | +74.9% | +186.6% |
| All | +222.7% | +153.1% | +69.7% | +186.6% |
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