+81.9%
ED vs NWSA
+17.3%
+64.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.1% | -9.7% | +11.8% | +2.9% |
| 30D | +12.4% | -8.6% | +21.0% | +13.1% |
| 3M | +13.1% | -6.3% | +19.4% | +13.6% |
| 6M | +14.1% | -1.2% | +15.3% | +13.9% |
| YTD | +23.1% | +2.6% | +20.4% | +22.4% |
| 1Y | +25.4% | 0.0% | +25.4% | +25.1% |
| 3Y | +47.9% | +30.1% | +17.8% | +42.1% |
| 5Y | +81.9% | +18.3% | +63.6% | +70.6% |
| All | +81.9% | +17.3% | +64.6% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling