+59.5%
CAPR vs NWSA
-0.1%
+59.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -10.0% |
| 7D | +7.6% | -9.7% | +17.3% | +11.2% |
| 30D | +13.3% | -8.6% | +21.9% | +16.9% |
| 3M | +130.4% | -6.3% | +136.7% | +137.6% |
| 6M | -70.8% | -1.2% | -69.6% | -69.1% |
| YTD | -69.3% | +2.6% | -71.9% | -67.2% |
| 1Y | +59.5% | 0.0% | +59.5% | +93.7% |
| All | +59.5% | -0.1% | +59.7% | +93.7% |
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