+207.2%
COMP vs NWSA
+47.8%
+159.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +2.1% |
| 7D | +1.4% | -1.9% | +3.2% | +3.1% |
| 30D | -13.3% | +4.6% | -17.9% | -16.9% |
| 3M | +41.1% | +13.2% | +27.9% | +25.2% |
| 6M | +17.2% | +27.0% | -9.8% | -6.3% |
| YTD | +5.2% | +16.8% | -11.6% | -9.8% |
| 1Y | +18.9% | +4.5% | +14.4% | +13.3% |
| All | +207.2% | +47.8% | +159.4% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling