-10.8%
DOW vs NWSA
+160.7%
-171.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.4% |
| 30D | +0.4% | +4.6% | -4.2% | -2.1% |
| 3M | -14.4% | +13.2% | -27.6% | -20.4% |
| 6M | -7.0% | +27.0% | -34.0% | -19.5% |
| YTD | +30.2% | +16.8% | +13.4% | +17.1% |
| 1Y | +29.2% | +4.5% | +24.7% | +23.4% |
| 3Y | -36.7% | +46.2% | -82.9% | -50.6% |
| 5Y | -37.7% | +40.9% | -78.6% | -52.3% |
| All | -10.8% | +160.7% | -171.6% | -57.9% |
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