+64.7%
D vs NWSA
+46.6%
+18.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +1.5% | -1.9% | +3.3% | +1.7% |
| 30D | -2.6% | +4.6% | -7.2% | -3.3% |
| 3M | 0.0% | +13.2% | -13.2% | -2.1% |
| 6M | +7.4% | +27.0% | -19.6% | +2.9% |
| YTD | +15.9% | +16.8% | -1.0% | +12.5% |
| 1Y | +18.1% | +4.5% | +13.6% | +17.4% |
| All | +64.7% | +46.6% | +18.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling