+184.0%
DVA vs NWSA
+123.2%
+60.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.6% |
| 7D | +2.2% | -2.6% | +4.9% | +3.0% |
| 30D | -2.0% | +4.6% | -6.6% | -3.4% |
| 3M | -6.3% | +10.2% | -16.5% | -9.4% |
| 6M | +19.4% | +21.6% | -2.2% | +11.8% |
| YTD | +58.5% | +14.6% | +43.8% | +50.1% |
| 1Y | +33.9% | +0.4% | +33.5% | +32.0% |
| 3Y | +88.4% | +45.0% | +43.5% | +63.3% |
| 5Y | +39.5% | +41.3% | -1.8% | +19.3% |
| 10Y | +179.5% | +142.8% | +36.7% | +87.7% |
| All | +184.0% | +123.2% | +60.8% | +90.5% |
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