-44.8%
COMP vs NWSA
+24.6%
-69.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +2.4% |
| 7D | +1.4% | -1.9% | +3.2% | +3.4% |
| 30D | -13.3% | +4.6% | -17.9% | -17.6% |
| 3M | +41.1% | +13.2% | +27.9% | +22.3% |
| 6M | +17.2% | +27.0% | -9.8% | -10.1% |
| YTD | +5.2% | +16.8% | -11.6% | -12.6% |
| 1Y | +18.9% | +4.5% | +14.4% | +10.5% |
| 3Y | +215.9% | +46.2% | +169.7% | +99.4% |
| 5Y | -31.2% | +40.9% | -72.1% | -58.4% |
| All | -44.8% | +24.6% | -69.4% | -64.3% |
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