+270.3%
DTE vs NWSA
+120.6%
+149.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.0% | -4.8% | +2.8% | -0.9% |
| 30D | -2.4% | +3.0% | -5.4% | -3.1% |
| 3M | -7.3% | +9.3% | -16.6% | -9.3% |
| 6M | -7.6% | +23.2% | -30.8% | -12.2% |
| YTD | +5.8% | +13.3% | -7.5% | +2.2% |
| 1Y | +2.3% | +2.9% | -0.6% | +0.9% |
| 3Y | +45.0% | +43.3% | +1.7% | +31.1% |
| 5Y | +33.2% | +40.9% | -7.7% | +18.0% |
| 10Y | +141.4% | +148.1% | -6.7% | +72.4% |
| All | +270.3% | +120.6% | +149.7% | +169.1% |
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 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