+95.6%
DG vs NWSA
+148.8%
-53.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -6.3% | -4.8% | -1.5% | -5.4% |
| 30D | +2.4% | +3.0% | -0.5% | +1.8% |
| 3M | +12.4% | +9.3% | +3.1% | +10.4% |
| 6M | -14.9% | +23.2% | -38.1% | -18.5% |
| YTD | -6.1% | +13.3% | -19.4% | -8.7% |
| 1Y | +17.9% | +2.9% | +15.0% | +16.7% |
| 3Y | +3.1% | +43.3% | -40.2% | -5.9% |
| 5Y | -38.7% | +40.9% | -79.5% | -44.9% |
| All | +95.6% | +148.8% | -53.2% | +47.4% |
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