+506.2%
EAT vs NWSA
+101.5%
+404.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.4% |
| 7D | -8.9% | -12.2% | +3.3% | -2.7% |
| 30D | +3.4% | -8.7% | +12.1% | +7.9% |
| 3M | -9.3% | -6.0% | -3.4% | -7.2% |
| 6M | +43.8% | -0.3% | +44.1% | +41.2% |
| YTD | +39.9% | +3.5% | +36.4% | +33.1% |
| 1Y | +89.7% | +0.8% | +89.0% | +82.8% |
| 3Y | +491.3% | +31.1% | +460.1% | +384.4% |
| 5Y | +365.4% | +18.8% | +346.6% | +295.0% |
| 10Y | +325.9% | +147.9% | +178.0% | +137.9% |
| All | +506.2% | +101.5% | +404.7% | +259.2% |
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 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