+106.3%
D vs NWSA
+123.2%
-16.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | -0.7% | +4.6% | -5.3% | -1.6% |
| 3M | +2.1% | +10.2% | -8.1% | +0.1% |
| 6M | +6.8% | +21.6% | -14.8% | +2.6% |
| YTD | +16.5% | +14.6% | +1.9% | +12.9% |
| 1Y | +19.2% | +0.4% | +18.8% | +18.3% |
| 3Y | +61.9% | +45.0% | +16.9% | +48.5% |
| 5Y | +6.5% | +41.3% | -34.7% | -3.7% |
| 10Y | +35.3% | +142.8% | -107.5% | +0.8% |
| All | +106.3% | +123.2% | -16.9% | +55.1% |
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