+279.4%
C vs NWSA
+127.4%
+152.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | +3.6% | -1.9% | +5.5% | +4.7% |
| 30D | +0.1% | +4.6% | -4.5% | -2.5% |
| 3M | +2.4% | +13.2% | -10.8% | -5.3% |
| 6M | +24.9% | +27.0% | -2.1% | +7.9% |
| YTD | +19.8% | +16.8% | +3.0% | +7.7% |
| 1Y | +44.9% | +4.5% | +40.4% | +38.3% |
| 3Y | +263.0% | +46.2% | +216.8% | +185.3% |
| 5Y | +129.5% | +40.9% | +88.6% | +77.0% |
| 10Y | +291.6% | +145.1% | +146.5% | +97.5% |
| All | +279.4% | +127.4% | +152.0% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling