+7.9%
DT vs NWSA
+1.3%
+6.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -2.5% | -4.8% | +2.2% | -0.2% |
| 30D | +3.5% | +3.0% | +0.6% | +2.2% |
| 3M | +26.7% | +9.3% | +17.4% | +21.2% |
| 6M | +36.1% | +23.2% | +13.0% | +22.1% |
| YTD | +18.6% | +13.3% | +5.3% | +11.2% |
| 1Y | +7.9% | +2.9% | +5.0% | +3.1% |
| All | +7.9% | +1.3% | +6.5% | +3.1% |
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