-38.5%
DG vs NWSA
+40.1%
-78.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -4.8% | -3.1% | -1.8% | -4.3% |
| 30D | +1.8% | +4.3% | -2.5% | +1.0% |
| 3M | +14.5% | +9.2% | +5.2% | +12.7% |
| 6M | -13.6% | +21.6% | -35.1% | -16.5% |
| YTD | -4.8% | +14.2% | -19.1% | -7.3% |
| 1Y | +21.6% | +1.8% | +19.8% | +20.5% |
| 3Y | +4.5% | +44.4% | -40.0% | -3.8% |
| 5Y | -38.5% | +41.0% | -79.4% | -44.3% |
| All | -38.5% | +40.1% | -78.5% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling