+88.4%
DVA vs NWSA
+43.0%
+45.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.2% | -4.8% | +4.6% | +0.6% |
| 30D | +1.7% | +3.0% | -1.3% | +1.2% |
| 3M | -8.7% | +9.3% | -18.0% | -10.5% |
| 6M | +19.7% | +23.2% | -3.5% | +14.3% |
| YTD | +59.6% | +13.3% | +46.3% | +54.0% |
| 1Y | +37.1% | +2.9% | +34.2% | +35.7% |
| All | +88.4% | +43.0% | +45.4% | +76.0% |
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 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