+621.9%
CME vs NWSA
+102.5%
+519.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | +3.9% | +2.2% | +1.8% | +3.4% |
| 30D | +11.3% | -8.8% | +20.1% | +13.3% |
| 3M | +19.6% | -6.5% | +26.0% | +21.0% |
| 6M | +8.1% | +1.5% | +6.6% | +7.1% |
| YTD | +20.4% | +4.0% | +16.4% | +18.1% |
| 1Y | +16.5% | +3.4% | +13.1% | +14.4% |
| 3Y | +66.4% | +34.8% | +31.6% | +50.3% |
| 5Y | +74.5% | +18.4% | +56.1% | +59.5% |
| 10Y | +308.5% | +149.2% | +159.3% | +184.6% |
| All | +621.9% | +102.5% | +519.4% | +428.2% |
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