+43.6%
DE vs NWSA
+3.0%
+40.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | -2.8% | +0.2% | -2.8% |
| 30D | +9.0% | +3.0% | +6.0% | +9.3% |
| 3M | +19.1% | +12.3% | +6.8% | +20.8% |
| 6M | +14.4% | +21.9% | -7.5% | +16.4% |
| YTD | +45.9% | +13.6% | +32.4% | +48.1% |
| 1Y | +43.6% | +0.5% | +43.1% | +47.7% |
| All | +43.6% | +3.0% | +40.6% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling