+207.2%
C vs NWSA
+141.7%
+65.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.0% |
| 7D | +4.7% | -0.8% | +5.5% | +5.2% |
| 30D | +0.2% | -11.3% | +11.5% | +6.4% |
| 3M | -9.3% | -8.1% | -1.3% | -6.0% |
| 6M | -0.8% | -0.7% | -0.2% | -2.7% |
| YTD | +8.5% | +1.3% | +7.2% | +4.2% |
| 1Y | +23.1% | -1.3% | +24.4% | +20.0% |
| 3Y | +220.8% | +28.4% | +192.4% | +166.1% |
| 5Y | +112.4% | +15.3% | +97.1% | +80.6% |
| All | +207.2% | +141.7% | +65.5% | +47.8% |
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 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