+208.8%
C vs NWSA
+149.3%
+59.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -0.4% | -9.7% | +9.3% | +4.9% |
| 30D | -5.2% | -8.6% | +3.5% | -1.0% |
| 3M | -9.1% | -6.3% | -2.8% | -6.7% |
| 6M | -1.6% | -1.2% | -0.4% | -3.1% |
| YTD | +6.9% | +2.6% | +4.3% | +2.0% |
| 1Y | +23.0% | 0.0% | +22.9% | +19.0% |
| 3Y | +216.1% | +30.1% | +186.1% | +160.5% |
| 5Y | +112.2% | +18.3% | +93.9% | +77.7% |
| 10Y | +208.8% | +149.3% | +59.4% | +47.0% |
| All | +208.8% | +149.3% | +59.4% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling