+247.6%
DIA vs NWSA
+149.4%
+98.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -2.8% | +1.2% | -0.6% |
| 30D | -2.0% | +3.0% | -5.1% | -3.1% |
| 3M | +3.6% | +12.3% | -8.7% | -1.0% |
| 6M | +11.5% | +21.9% | -10.3% | +3.2% |
| YTD | +10.4% | +13.6% | -3.2% | +4.4% |
| 1Y | +15.6% | +0.5% | +15.1% | +14.0% |
| 3Y | +58.9% | +43.8% | +15.1% | +35.9% |
| 5Y | +65.3% | +41.2% | +24.2% | +38.3% |
| All | +247.6% | +149.4% | +98.2% | +117.2% |
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