+202.9%
B vs NWSA
+46.6%
+156.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +9.4% | +4.6% | +4.9% | +8.4% |
| 3M | +5.0% | +13.2% | -8.2% | +1.9% |
| 6M | -3.5% | +27.0% | -30.5% | -9.2% |
| YTD | +4.5% | +16.8% | -12.4% | +0.1% |
| 1Y | +67.8% | +4.5% | +63.3% | +65.5% |
| All | +202.9% | +46.6% | +156.3% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling