+215.7%
B vs NWSA
+127.4%
+88.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | +9.4% | +4.6% | +4.9% | +8.8% |
| 3M | +5.0% | +13.2% | -8.2% | +3.1% |
| 6M | -3.5% | +27.0% | -30.5% | -6.7% |
| YTD | +4.5% | +16.8% | -12.4% | +2.0% |
| 1Y | +67.8% | +4.5% | +63.3% | +66.0% |
| 3Y | +196.7% | +46.2% | +150.5% | +180.5% |
| 5Y | +151.9% | +40.9% | +111.0% | +135.7% |
| 10Y | +202.2% | +145.1% | +57.0% | +164.2% |
| All | +215.7% | +127.4% | +88.3% | +180.8% |
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