+922.3%
DE vs NWSA
+123.2%
+799.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.2% |
| 7D | +0.7% | -2.6% | +3.3% | +1.7% |
| 30D | +9.6% | +4.6% | +5.1% | +7.8% |
| 3M | +19.0% | +10.2% | +8.8% | +14.2% |
| 6M | +16.1% | +21.6% | -5.6% | +6.9% |
| YTD | +47.0% | +14.6% | +32.4% | +37.8% |
| 1Y | +43.1% | +0.4% | +42.8% | +40.7% |
| 3Y | +77.5% | +45.0% | +32.5% | +49.4% |
| 5Y | +96.4% | +41.3% | +55.1% | +62.2% |
| 10Y | +852.9% | +142.8% | +710.1% | +495.2% |
| All | +922.3% | +123.2% | +799.1% | +547.9% |
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