+358.3%
DELL vs NWSA
+3.0%
+355.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.0% |
| 7D | +8.2% | -2.8% | +11.0% | +7.9% |
| 30D | +17.1% | +3.0% | +14.1% | +17.5% |
| 3M | +45.2% | +12.3% | +32.8% | +45.5% |
| 6M | +286.8% | +21.9% | +264.9% | +278.8% |
| YTD | +354.8% | +13.6% | +341.2% | +345.7% |
| 1Y | +358.3% | +0.5% | +357.8% | +335.7% |
| All | +358.3% | +3.0% | +355.3% | +335.7% |
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