+47.2%
CAPR vs NWSA
+18.2%
+28.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.5% | +7.4% |
| 7D | +43.2% | +4.3% | +38.9% | +41.9% |
| 30D | +14.7% | +5.6% | +9.1% | +13.6% |
| 3M | +113.9% | +7.3% | +106.7% | +112.8% |
| 6M | -73.4% | +18.8% | -92.2% | -73.2% |
| YTD | -69.1% | +17.9% | -87.0% | -67.5% |
| 1Y | +47.2% | +19.3% | +27.8% | +45.1% |
| All | +47.2% | +18.2% | +28.9% | +45.1% |
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 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