-54.2%
COMP vs NWSA
+9.0%
-63.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -13.4% | +5.2% | +5.6% |
| 7D | -1.8% | -10.1% | +8.3% | +8.8% |
| 30D | -0.8% | -7.3% | +6.5% | +6.8% |
| 3M | -28.1% | -8.6% | -19.6% | -21.9% |
| 6M | +27.0% | +4.4% | +22.6% | +19.0% |
| YTD | -12.8% | +2.1% | -14.9% | -17.1% |
| 1Y | +4.9% | +4.1% | +0.8% | -3.0% |
| 3Y | +321.0% | +23.5% | +297.5% | +216.9% |
| 5Y | -25.6% | +13.5% | -39.1% | -46.7% |
| All | -54.2% | +9.0% | -63.2% | -66.1% |
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 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