+38.5%
D vs NWSA
+144.0%
-105.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | -3.1% | +2.6% | +0.2% |
| 30D | -2.1% | +4.3% | -6.4% | -2.9% |
| 3M | -0.7% | +9.2% | -10.0% | -2.7% |
| 6M | +5.6% | +21.6% | -16.0% | +1.1% |
| YTD | +14.6% | +14.2% | +0.3% | +10.8% |
| 1Y | +15.3% | +1.8% | +13.6% | +14.2% |
| 3Y | +59.1% | +44.4% | +14.7% | +44.8% |
| 5Y | +3.9% | +41.0% | -37.0% | -7.0% |
| 10Y | +38.5% | +150.0% | -111.5% | -2.0% |
| All | +38.5% | +144.0% | -105.5% | -2.0% |
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 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