+141.0%
CI vs NWSA
+144.0%
-3.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | +0.5% | +4.3% | -3.8% | -0.7% |
| 3M | -5.2% | +9.2% | -14.4% | -7.8% |
| 6M | +4.3% | +21.6% | -17.2% | -1.7% |
| YTD | +2.8% | +14.2% | -11.4% | -1.8% |
| 1Y | -5.8% | +1.8% | -7.6% | -7.2% |
| 3Y | +4.7% | +44.4% | -39.7% | -8.9% |
| 5Y | +42.7% | +41.0% | +1.7% | +21.3% |
| 10Y | +141.0% | +150.0% | -9.1% | +46.5% |
| All | +141.0% | +144.0% | -3.1% | +46.5% |
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