+58.2%
CAPR vs NWSA
+5.5%
+52.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | -2.0% | -1.9% | -0.1% | -2.0% |
| 30D | +139.2% | +4.6% | +134.6% | +139.4% |
| 3M | -66.4% | +13.2% | -79.6% | -65.5% |
| 6M | -63.1% | +27.0% | -90.1% | -63.6% |
| YTD | -67.4% | +16.8% | -84.3% | -66.3% |
| 1Y | +58.2% | +4.5% | +53.7% | +51.2% |
| All | +58.2% | +5.5% | +52.7% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling