+4.3%
DT vs NWSA
+44.1%
-39.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.5% | -3.1% | +2.5% | +1.0% |
| 30D | +0.1% | +4.3% | -4.2% | -1.9% |
| 3M | +24.1% | +9.2% | +14.9% | +18.8% |
| 6M | +30.1% | +21.6% | +8.5% | +17.8% |
| YTD | +16.8% | +14.2% | +2.5% | +9.0% |
| 1Y | -0.1% | +1.8% | -1.9% | -2.0% |
| All | +4.3% | +44.1% | -39.8% | -13.6% |
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