+77.2%
CME vs NWSA
+40.6%
+36.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -2.9% | -2.6% | -0.2% | -2.5% |
| 30D | +5.5% | +4.6% | +1.0% | +4.9% |
| 3M | +11.0% | +10.2% | +0.8% | +9.5% |
| 6M | -9.7% | +21.6% | -31.3% | -12.0% |
| YTD | +4.9% | +14.6% | -9.8% | +2.8% |
| 1Y | +10.1% | +0.4% | +9.7% | +9.9% |
| 3Y | +53.5% | +45.0% | +8.5% | +42.3% |
| 5Y | +77.2% | +41.3% | +35.9% | +61.1% |
| All | +77.2% | +40.6% | +36.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling