+6.5%
D vs NWSA
+40.6%
-34.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +0.8% | -2.6% | +3.4% | +1.1% |
| 30D | -0.7% | +4.6% | -5.3% | -1.4% |
| 3M | +2.1% | +10.2% | -8.1% | +0.6% |
| 6M | +6.8% | +21.6% | -14.8% | +3.6% |
| YTD | +16.5% | +14.6% | +1.9% | +13.8% |
| 1Y | +19.2% | +0.4% | +18.8% | +18.7% |
| 3Y | +61.9% | +45.0% | +16.9% | +51.3% |
| 5Y | +6.5% | +41.3% | -34.7% | -2.5% |
| All | +6.5% | +40.6% | -34.1% | -2.5% |
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 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