+240.2%
ED vs NWSA
+97.3%
+142.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +10.7% | -11.3% | +22.0% | +12.2% |
| 3M | +11.6% | -8.1% | +19.7% | +12.6% |
| 6M | +13.5% | -0.7% | +14.2% | +13.2% |
| YTD | +23.1% | +1.3% | +21.8% | +22.2% |
| 1Y | +23.1% | -1.3% | +24.4% | +22.6% |
| 3Y | +47.9% | +28.4% | +19.5% | +40.9% |
| 5Y | +83.9% | +15.3% | +68.6% | +75.2% |
| 10Y | +142.1% | +142.7% | -0.6% | +97.9% |
| All | +240.2% | +97.3% | +142.9% | +183.8% |
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