-76.2%
CAPR vs NWSA
+144.9%
-221.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.6% |
| 7D | -9.5% | -2.6% | -6.8% | -8.2% |
| 30D | +121.5% | +4.6% | +117.0% | +115.9% |
| 3M | -65.4% | +10.2% | -75.6% | -67.9% |
| 6M | -67.5% | +21.6% | -89.2% | -71.7% |
| YTD | -68.6% | +14.6% | -83.2% | -72.0% |
| 1Y | +42.7% | +0.4% | +42.3% | +36.2% |
| 3Y | +43.4% | +45.0% | -1.6% | +8.9% |
| 5Y | +86.0% | +41.3% | +44.8% | +36.6% |
| All | -76.2% | +144.9% | -221.1% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling