+205.8%
ED vs NWSA
+127.4%
+78.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -0.1% | +4.6% | -4.7% | -0.7% |
| 3M | +3.9% | +13.2% | -9.3% | +2.2% |
| 6M | -3.0% | +27.0% | -30.0% | -6.1% |
| YTD | +10.7% | +16.8% | -6.1% | +8.1% |
| 1Y | +13.3% | +4.5% | +8.8% | +12.3% |
| 3Y | +34.5% | +46.2% | -11.7% | +26.2% |
| 5Y | +67.1% | +40.9% | +26.2% | +55.2% |
| 10Y | +103.0% | +145.1% | -42.1% | +64.6% |
| All | +205.8% | +127.4% | +78.4% | +151.1% |
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