+4,404.4%
DELL vs NWSA
+149.4%
+4,255.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +8.2% | -2.8% | +11.0% | +9.5% |
| 30D | +17.1% | +3.0% | +14.1% | +15.6% |
| 3M | +45.2% | +12.3% | +32.8% | +36.6% |
| 6M | +286.8% | +21.9% | +264.9% | +249.7% |
| YTD | +354.8% | +13.6% | +341.2% | +323.0% |
| 1Y | +358.3% | +0.5% | +357.8% | +347.9% |
| 3Y | +724.9% | +43.8% | +681.1% | +585.6% |
| 5Y | +1,193.7% | +41.2% | +1,152.5% | +955.5% |
| All | +4,404.4% | +149.4% | +4,255.1% | +2,683.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling