-5.7%
DT vs NWSA
+18.2%
-24.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -2.3% |
| 7D | -25.5% | +4.3% | -29.8% | -27.0% |
| 30D | -22.3% | +5.6% | -27.9% | -24.4% |
| 3M | +2.3% | +7.3% | -4.9% | -1.4% |
| 6M | +20.7% | +18.8% | +1.9% | +9.6% |
| YTD | +7.9% | +17.9% | -9.9% | -0.9% |
| 1Y | -5.7% | +19.3% | -25.1% | -14.1% |
| All | -5.7% | +18.2% | -24.0% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling