+45.7%
DVA vs NWSA
+40.0%
+5.7%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.3% | -2.8% | +1.5% | -0.5% |
| 30D | 0.0% | +3.0% | -3.0% | -0.8% |
| 3M | -10.9% | +12.3% | -23.2% | -14.4% |
| 6M | +17.3% | +21.9% | -4.6% | +9.8% |
| YTD | +59.8% | +13.6% | +46.2% | +51.8% |
| 1Y | +36.3% | +0.5% | +35.8% | +34.7% |
| 3Y | +88.6% | +43.8% | +44.9% | +62.1% |
| All | +45.7% | +40.0% | +5.7% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling