+202.6%
DG vs NWSA
+127.4%
+75.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +8.4% | -1.9% | +10.3% | +8.8% |
| 30D | +4.9% | +4.6% | +0.4% | +4.0% |
| 3M | +29.3% | +13.2% | +16.1% | +26.1% |
| 6M | -11.3% | +27.0% | -38.3% | -15.5% |
| YTD | +1.8% | +16.8% | -15.1% | -1.7% |
| 1Y | +25.3% | +4.5% | +20.8% | +23.7% |
| 3Y | +9.1% | +46.2% | -37.1% | -0.6% |
| 5Y | -34.9% | +40.9% | -75.8% | -41.3% |
| 10Y | +108.2% | +145.1% | -37.0% | +58.9% |
| All | +202.6% | +127.4% | +75.2% | +136.3% |
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 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