+367.4%
EAT vs NWSA
+149.4%
+218.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -7.7% | -2.8% | -4.9% | -6.0% |
| 30D | -13.6% | +3.0% | -16.6% | -15.3% |
| 3M | +33.9% | +12.3% | +21.6% | +23.5% |
| 6M | +47.2% | +21.9% | +25.3% | +27.7% |
| YTD | +48.1% | +13.6% | +34.5% | +33.3% |
| 1Y | +33.7% | +0.5% | +33.2% | +29.7% |
| 3Y | +595.8% | +43.8% | +552.0% | +423.2% |
| 5Y | +314.4% | +41.2% | +273.2% | +207.0% |
| All | +367.4% | +149.4% | +218.1% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling