+272.2%
CME vs NWSA
+148.8%
+123.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -2.4% | -4.8% | +2.4% | -1.3% |
| 30D | +6.2% | +3.0% | +3.2% | +5.5% |
| 3M | +4.4% | +9.3% | -4.9% | +2.0% |
| 6M | -9.6% | +23.2% | -32.8% | -14.3% |
| YTD | +3.8% | +13.3% | -9.6% | +0.1% |
| 1Y | +9.5% | +2.9% | +6.6% | +8.0% |
| 3Y | +51.9% | +43.3% | +8.6% | +34.7% |
| 5Y | +78.7% | +40.9% | +37.8% | +55.5% |
| All | +272.2% | +148.8% | +123.4% | +143.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling