+180.0%
B vs NWSA
+99.8%
+80.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.1% |
| 7D | +7.1% | -9.7% | +16.8% | +8.4% |
| 30D | -3.3% | -8.6% | +5.3% | -2.4% |
| 3M | -2.5% | -6.3% | +3.7% | -1.9% |
| 6M | -7.2% | -1.2% | -6.0% | -7.5% |
| YTD | -7.4% | +2.6% | -10.0% | -8.2% |
| 1Y | +16.4% | 0.0% | +16.4% | +15.7% |
| 3Y | +178.7% | +30.1% | +148.7% | +167.1% |
| 5Y | +121.7% | +18.3% | +103.4% | +111.5% |
| 10Y | +208.6% | +149.3% | +59.3% | +168.1% |
| All | +180.0% | +99.8% | +80.2% | +152.8% |
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