+76.5%
DE vs NWSA
+43.0%
+33.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.4% | -4.8% | +2.4% | -1.3% |
| 30D | +9.7% | +3.0% | +6.7% | +8.9% |
| 3M | +21.4% | +9.3% | +12.1% | +18.6% |
| 6M | +15.0% | +23.2% | -8.2% | +8.2% |
| YTD | +46.4% | +13.3% | +33.1% | +41.0% |
| 1Y | +45.6% | +2.9% | +42.7% | +45.5% |
| All | +76.5% | +43.0% | +33.5% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling