+352.2%
DIA vs NWSA
+97.3%
+255.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +1.2% | -11.3% | +12.6% | +5.1% |
| 3M | -2.4% | -8.1% | +5.7% | -0.1% |
| 6M | +5.7% | -0.7% | +6.3% | +4.9% |
| YTD | +9.9% | +1.3% | +8.6% | +7.8% |
| 1Y | +9.8% | -1.3% | +11.1% | +8.7% |
| 3Y | +59.8% | +28.4% | +31.4% | +42.7% |
| 5Y | +57.7% | +15.3% | +42.4% | +42.4% |
| 10Y | +235.8% | +142.7% | +93.1% | +116.7% |
| All | +352.2% | +97.3% | +255.0% | +207.3% |
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