+198.2%
B vs NWSA
+99.5%
+98.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +11.3% | -10.5% | +21.8% | +12.8% |
| 30D | +2.9% | -8.8% | +11.7% | +4.0% |
| 3M | -2.9% | -6.5% | +3.7% | -2.2% |
| 6M | -1.2% | -1.3% | +0.1% | -1.4% |
| YTD | -1.3% | +2.5% | -3.8% | -2.2% |
| 1Y | +30.4% | +0.2% | +30.2% | +29.6% |
| 3Y | +195.3% | +27.6% | +167.7% | +183.6% |
| 5Y | +146.2% | +17.0% | +129.2% | +135.1% |
| 10Y | +200.5% | +148.3% | +52.1% | +161.2% |
| All | +198.2% | +99.5% | +98.7% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling