+105.2%
CTVA vs NWSA
+39.0%
+66.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.7% | -4.8% | +0.1% | -3.2% |
| 30D | +11.1% | +3.0% | +8.1% | +10.1% |
| 3M | +13.7% | +9.3% | +4.4% | +10.5% |
| 6M | +11.2% | +23.2% | -12.0% | +3.7% |
| YTD | +26.9% | +13.3% | +13.6% | +21.2% |
| 1Y | +18.8% | +2.9% | +15.9% | +17.1% |
| 3Y | +75.9% | +43.3% | +32.6% | +55.4% |
| 5Y | +105.2% | +40.9% | +64.3% | +76.0% |
| All | +105.2% | +39.0% | +66.2% | +76.0% |
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