+248.1%
DGX vs NWSA
+149.4%
+98.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.9% | -2.8% | +1.9% | -0.2% |
| 30D | -1.2% | +3.0% | -4.2% | -1.8% |
| 3M | +15.8% | +12.3% | +3.5% | +12.5% |
| 6M | +18.2% | +21.9% | -3.7% | +12.5% |
| YTD | +37.2% | +13.6% | +23.6% | +32.5% |
| 1Y | +30.4% | +0.5% | +29.9% | +29.4% |
| 3Y | +96.7% | +43.8% | +53.0% | +77.6% |
| 5Y | +67.2% | +41.2% | +26.0% | +48.1% |
| All | +248.1% | +149.4% | +98.8% | +147.2% |
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