+112.0%
D vs NWSA
+101.5%
+10.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -2.4% | -12.2% | +9.8% | -0.3% |
| 30D | +9.0% | -8.7% | +17.7% | +10.6% |
| 3M | +1.0% | -6.0% | +6.9% | +1.8% |
| 6M | +11.0% | -0.3% | +11.3% | +10.5% |
| YTD | +19.8% | +3.5% | +16.3% | +18.0% |
| 1Y | +16.0% | +0.8% | +15.2% | +14.8% |
| 3Y | +74.4% | +31.1% | +43.2% | +62.6% |
| 5Y | +13.5% | +18.8% | -5.2% | +6.0% |
| 10Y | +48.4% | +147.9% | -99.5% | +10.7% |
| All | +112.0% | +101.5% | +10.5% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling