+206.3%
DG vs NWSA
+102.5%
+103.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | +0.3% | +2.2% | -1.9% | -0.2% |
| 30D | +3.2% | -8.8% | +12.0% | +5.1% |
| 3M | +10.4% | -6.5% | +16.9% | +11.9% |
| 6M | +33.2% | +1.5% | +31.7% | +32.6% |
| YTD | +3.0% | +4.0% | -1.1% | +1.8% |
| 1Y | +31.2% | +3.4% | +27.8% | +29.9% |
| 3Y | +21.8% | +34.8% | -13.0% | +12.9% |
| 5Y | -35.0% | +18.4% | -53.3% | -39.2% |
| 10Y | +106.0% | +149.2% | -43.1% | +57.5% |
| All | +206.3% | +102.5% | +103.7% | +144.7% |
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 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