-76.5%
CAPR vs NWSA
+127.4%
-203.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.1% |
| 7D | -2.0% | -1.9% | -0.1% | -1.2% |
| 30D | +139.2% | +4.6% | +134.6% | +134.0% |
| 3M | -66.4% | +13.2% | -79.6% | -68.9% |
| 6M | -63.1% | +27.0% | -90.1% | -67.9% |
| YTD | -67.4% | +16.8% | -84.3% | -70.7% |
| 1Y | +58.2% | +4.5% | +53.7% | +49.1% |
| 3Y | +42.2% | +46.2% | -4.0% | +12.8% |
| 5Y | +87.3% | +40.9% | +46.3% | +45.8% |
| 10Y | -75.3% | +145.1% | -220.4% | -87.7% |
| All | -76.5% | +127.4% | -203.9% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling