-49.1%
COMP vs NWSA
+10.4%
-59.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +1.9% |
| 7D | +2.2% | -12.2% | +14.4% | +15.9% |
| 30D | +16.3% | -8.7% | +25.0% | +27.3% |
| 3M | -19.1% | -6.0% | -13.2% | -14.4% |
| 6M | +17.1% | -0.3% | +17.5% | +15.2% |
| YTD | -2.9% | +3.5% | -6.4% | -9.0% |
| 1Y | +8.8% | +0.8% | +8.0% | +4.8% |
| 3Y | +423.5% | +31.1% | +392.3% | +268.6% |
| 5Y | -10.5% | +18.8% | -29.3% | -37.5% |
| All | -49.1% | +10.4% | -59.5% | -62.8% |
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