+59.6%
DD vs NWSA
+40.1%
+19.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -3.8% | -3.1% | -0.7% | -2.4% |
| 30D | -9.2% | +4.3% | -13.5% | -11.0% |
| 3M | -9.0% | +9.2% | -18.2% | -13.1% |
| 6M | -5.0% | +21.6% | -26.5% | -14.3% |
| YTD | +7.4% | +14.2% | -6.8% | -0.7% |
| 1Y | +35.1% | +1.8% | +33.4% | +32.1% |
| 3Y | +43.2% | +44.4% | -1.2% | +16.8% |
| 5Y | +59.6% | +41.0% | +18.7% | +28.1% |
| All | +59.6% | +40.1% | +19.6% | +28.1% |
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 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