+63.6%
DIA vs NWSA
+40.1%
+23.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.2% | -3.1% | +1.8% | -0.3% |
| 30D | -2.7% | +4.3% | -7.0% | -4.0% |
| 3M | +3.3% | +9.2% | -6.0% | +0.2% |
| 6M | +10.4% | +21.6% | -11.1% | +3.3% |
| YTD | +10.0% | +14.2% | -4.2% | +4.6% |
| 1Y | +16.2% | +1.8% | +14.4% | +14.6% |
| 3Y | +58.7% | +44.4% | +14.3% | +38.5% |
| 5Y | +63.6% | +41.0% | +22.6% | +38.1% |
| All | +63.6% | +40.1% | +23.5% | +38.1% |
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