+67.3%
DD vs NWSA
+148.8%
-81.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -2.9% | -4.8% | +1.8% | -0.5% |
| 30D | -11.5% | +3.0% | -14.5% | -12.9% |
| 3M | -5.4% | +9.3% | -14.7% | -10.3% |
| 6M | -6.9% | +23.2% | -30.1% | -17.5% |
| YTD | +6.9% | +13.3% | -6.4% | -1.8% |
| 1Y | +35.6% | +2.9% | +32.7% | +30.8% |
| 3Y | +42.5% | +43.3% | -0.8% | +14.2% |
| 5Y | +58.5% | +40.9% | +17.6% | +24.0% |
| All | +67.3% | +148.8% | -81.5% | -10.6% |
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