+44.0%
EAT vs NWSA
+5.5%
+38.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | +1.9% | +4.6% | -2.7% | +1.4% |
| 3M | +68.7% | +13.2% | +55.4% | +66.2% |
| 6M | +66.9% | +27.0% | +39.9% | +62.5% |
| YTD | +60.4% | +16.8% | +43.6% | +58.5% |
| 1Y | +44.0% | +4.5% | +39.5% | +45.2% |
| All | +44.0% | +5.5% | +38.5% | +45.2% |
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