-49.3%
COMP vs NWSA
+8.6%
-57.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.1% | +11.1% |
| 7D | +13.4% | -9.4% | +22.8% | +24.6% |
| 30D | +11.1% | -7.8% | +18.9% | +20.2% |
| 3M | -18.8% | -10.8% | -8.1% | -9.5% |
| 6M | +10.5% | +1.1% | +9.4% | +6.6% |
| YTD | -3.4% | +1.8% | -5.2% | -7.9% |
| 1Y | +19.7% | +6.0% | +13.7% | +8.3% |
| 3Y | +381.6% | +24.6% | +357.0% | +258.5% |
| 5Y | -17.6% | +13.1% | -30.7% | -40.8% |
| All | -49.3% | +8.6% | -57.9% | -62.4% |
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