+104.5%
ED vs NWSA
+149.4%
-44.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | -0.4% | +3.0% | -3.4% | -0.9% |
| 3M | +0.5% | +12.3% | -11.9% | -1.3% |
| 6M | -3.1% | +21.9% | -25.0% | -6.1% |
| YTD | +9.8% | +13.6% | -3.7% | +7.4% |
| 1Y | +12.6% | +0.5% | +12.1% | +12.0% |
| 3Y | +31.4% | +43.8% | -12.4% | +22.3% |
| 5Y | +69.4% | +41.2% | +28.3% | +55.2% |
| All | +104.5% | +149.4% | -44.9% | +60.7% |
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