-17.9%
COMP vs NWSA
+12.8%
-30.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.1% | +11.1% |
| 7D | +13.4% | -9.4% | +22.8% | +25.3% |
| 30D | +11.1% | -7.8% | +18.9% | +20.7% |
| 3M | -18.8% | -10.8% | -8.1% | -9.0% |
| 6M | +10.5% | +1.1% | +9.4% | +6.0% |
| YTD | -3.4% | +1.8% | -5.2% | -8.6% |
| 1Y | +19.7% | +6.0% | +13.7% | +7.0% |
| 3Y | +381.6% | +24.6% | +357.0% | +242.3% |
| All | -17.9% | +12.8% | -30.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling