-67.1%
CAPR vs NWSA
+141.7%
-208.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.6% | -7.6% |
| 7D | +19.1% | -0.8% | +19.9% | +19.8% |
| 30D | +48.8% | -11.3% | +60.2% | +58.9% |
| 3M | +144.4% | -8.1% | +152.5% | +155.4% |
| 6M | -67.5% | -0.7% | -66.8% | -68.3% |
| YTD | -64.5% | +1.3% | -65.9% | -66.2% |
| 1Y | +74.4% | -1.3% | +75.8% | +69.1% |
| 3Y | +265.7% | +28.4% | +237.3% | +197.0% |
| 5Y | +196.0% | +15.3% | +180.7% | +144.5% |
| All | -67.1% | +141.7% | -208.8% | -85.9% |
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