-20.2%
DOW vs NWSA
+32.6%
-52.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.2% |
| 7D | +5.2% | +2.2% | +3.0% | +4.4% |
| 30D | +13.2% | -8.8% | +22.0% | +16.2% |
| 3M | +10.1% | -6.5% | +16.6% | +11.6% |
| 6M | -13.1% | +1.5% | -14.6% | -15.2% |
| YTD | +46.1% | +4.0% | +42.1% | +39.9% |
| 1Y | +50.0% | +3.4% | +46.6% | +44.2% |
| 3Y | -20.2% | +34.8% | -55.1% | -33.7% |
| All | -20.2% | +32.6% | -52.8% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling