+56.1%
B vs NWSA
+2.0%
+54.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.0% | -3.1% | +4.1% | +1.3% |
| 30D | +9.5% | +4.3% | +5.2% | +9.4% |
| 3M | +14.3% | +9.2% | +5.1% | +13.6% |
| 6M | -1.9% | +21.6% | -23.4% | -3.7% |
| YTD | +4.1% | +14.2% | -10.1% | +1.8% |
| 1Y | +56.1% | +1.8% | +54.4% | +54.0% |
| All | +56.1% | +2.0% | +54.1% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling