+130.7%
C vs NWSA
+40.7%
+90.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +3.6% | -1.9% | +5.5% | +4.5% |
| 30D | +0.1% | +4.6% | -4.5% | -2.1% |
| 3M | +2.4% | +13.2% | -10.8% | -4.0% |
| 6M | +24.9% | +27.0% | -2.1% | +10.3% |
| YTD | +19.8% | +16.8% | +3.0% | +9.6% |
| 1Y | +44.9% | +4.5% | +40.4% | +40.0% |
| 3Y | +263.0% | +46.2% | +216.8% | +198.8% |
| All | +130.7% | +40.7% | +90.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling