+286.5%
C vs NWSA
+143.8%
+142.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.3% |
| 7D | +3.2% | -2.6% | +5.8% | +4.7% |
| 30D | +1.3% | +4.6% | -3.3% | -1.3% |
| 3M | +3.1% | +10.2% | -7.1% | -3.3% |
| 6M | +29.6% | +21.6% | +8.0% | +14.3% |
| YTD | +19.0% | +14.6% | +4.3% | +7.8% |
| 1Y | +45.6% | +0.4% | +45.3% | +42.2% |
| 3Y | +269.3% | +45.0% | +224.3% | +189.1% |
| 5Y | +131.6% | +41.3% | +90.3% | +76.2% |
| 10Y | +286.5% | +142.8% | +143.7% | +82.3% |
| All | +286.5% | +143.8% | +142.7% | +82.3% |
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