+207.0%
C vs NWSA
+148.1%
+58.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.5% |
| 7D | +4.2% | +2.2% | +2.0% | +2.9% |
| 30D | +2.0% | -8.8% | +10.7% | +6.6% |
| 3M | -10.1% | -6.5% | -3.6% | -7.7% |
| 6M | +1.0% | +1.5% | -0.5% | -2.1% |
| YTD | +8.5% | +4.0% | +4.4% | +2.6% |
| 1Y | +25.7% | +3.4% | +22.3% | +19.3% |
| 3Y | +216.0% | +34.8% | +181.1% | +154.9% |
| 5Y | +112.3% | +18.4% | +94.0% | +77.8% |
| All | +207.0% | +148.1% | +58.9% | +45.6% |
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