+199.4%
DD vs NWSA
+127.4%
+72.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.2% |
| 7D | -3.5% | -1.9% | -1.6% | -2.6% |
| 30D | -10.3% | +4.6% | -14.9% | -12.4% |
| 3M | -7.5% | +13.2% | -20.8% | -13.6% |
| 6M | -8.0% | +27.0% | -35.0% | -19.2% |
| YTD | +10.5% | +16.8% | -6.4% | +0.5% |
| 1Y | +38.3% | +4.5% | +33.8% | +32.6% |
| 3Y | +42.5% | +46.2% | -3.7% | +14.7% |
| 5Y | +60.2% | +40.9% | +19.3% | +27.6% |
| 10Y | +68.9% | +145.1% | -76.3% | -5.9% |
| All | +199.4% | +127.4% | +72.0% | +70.2% |
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