+359.9%
CSCO vs NWSA
+148.8%
+211.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.1% | -4.8% | +3.7% | +0.5% |
| 30D | -10.8% | +3.0% | -13.8% | -11.8% |
| 3M | -9.2% | +9.3% | -18.5% | -12.5% |
| 6M | +39.5% | +23.2% | +16.4% | +28.4% |
| YTD | +41.5% | +13.3% | +28.2% | +33.7% |
| 1Y | +61.0% | +2.9% | +58.1% | +56.9% |
| 3Y | +105.2% | +43.3% | +61.9% | +74.4% |
| 5Y | +113.4% | +40.9% | +72.6% | +77.1% |
| All | +359.9% | +148.8% | +211.0% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling