+535.6%
CME vs NWSA
+127.4%
+408.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +6.2% | +4.6% | +1.7% | +5.1% |
| 3M | +10.4% | +13.2% | -2.8% | +7.2% |
| 6M | -9.5% | +27.0% | -36.5% | -14.7% |
| YTD | +6.0% | +16.8% | -10.8% | +1.7% |
| 1Y | +9.3% | +4.5% | +4.8% | +7.3% |
| 3Y | +57.7% | +46.2% | +11.4% | +40.1% |
| 5Y | +77.7% | +40.9% | +36.8% | +56.0% |
| 10Y | +281.2% | +145.1% | +136.1% | +166.0% |
| All | +535.6% | +127.4% | +408.2% | +354.5% |
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 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