+237.9%
C vs NWSA
+99.5%
+138.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -0.9% | -10.5% | +9.6% | +4.7% |
| 30D | -5.4% | -8.8% | +3.4% | -1.2% |
| 3M | -9.2% | -6.5% | -2.6% | -6.7% |
| 6M | -1.8% | -1.3% | -0.5% | -3.2% |
| YTD | +6.7% | +2.5% | +4.2% | +2.1% |
| 1Y | +23.5% | +0.2% | +23.3% | +19.7% |
| 3Y | +219.8% | +27.6% | +192.2% | +168.9% |
| 5Y | +112.4% | +17.0% | +95.4% | +80.6% |
| 10Y | +220.1% | +148.3% | +71.7% | +61.0% |
| All | +237.9% | +99.5% | +138.4% | +84.0% |
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