+60.6%
DVA vs NWSA
+18.2%
+42.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.0% | +5.7% |
| 7D | +4.7% | +4.3% | +0.5% | +4.7% |
| 30D | +7.8% | +5.6% | +2.2% | +7.9% |
| 3M | -15.5% | +7.3% | -22.7% | -15.2% |
| 6M | +25.0% | +18.8% | +6.2% | +25.1% |
| YTD | +69.6% | +17.9% | +51.7% | +61.6% |
| 1Y | +60.6% | +19.3% | +41.2% | +52.0% |
| All | +60.6% | +18.2% | +42.3% | +52.0% |
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