+214.7%
CAPR vs NWSA
+23.7%
+191.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +41.1% | -9.4% | +50.4% | +46.5% |
| 30D | +11.1% | -7.8% | +18.9% | +14.6% |
| 3M | +115.3% | -10.8% | +126.1% | +125.1% |
| 6M | -73.8% | +1.1% | -74.9% | -74.2% |
| YTD | -68.8% | +1.8% | -70.6% | -69.5% |
| 1Y | +43.3% | +6.0% | +37.3% | +36.5% |
| 3Y | +214.7% | +24.6% | +190.1% | +181.2% |
| All | +214.7% | +23.7% | +191.0% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling