+423.6%
COMP vs NWSA
+32.6%
+391.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | -0.6% |
| 7D | 0.0% | +2.2% | -2.2% | -1.9% |
| 30D | +16.6% | -8.8% | +25.3% | +26.1% |
| 3M | -23.5% | -6.5% | -17.0% | -19.2% |
| 6M | +25.7% | +1.5% | +24.2% | +22.4% |
| YTD | -3.4% | +4.0% | -7.4% | -8.6% |
| 1Y | +7.6% | +3.4% | +4.1% | +2.2% |
| 3Y | +423.6% | +34.8% | +388.7% | +225.1% |
| All | +423.6% | +32.6% | +391.0% | +225.1% |
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 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