+273.1%
CME vs NWSA
+150.8%
+122.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.6% | -3.1% | +2.4% | +0.1% |
| 30D | +4.7% | +4.3% | +0.4% | +3.7% |
| 3M | +7.8% | +9.2% | -1.4% | +5.4% |
| 6M | -11.0% | +21.6% | -32.6% | -15.3% |
| YTD | +4.0% | +14.2% | -10.2% | +0.2% |
| 1Y | +9.1% | +1.8% | +7.4% | +7.9% |
| 3Y | +52.3% | +44.4% | +7.8% | +34.8% |
| 5Y | +76.1% | +41.0% | +35.1% | +53.3% |
| All | +273.1% | +150.8% | +122.3% | +143.4% |
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