+169.0%
EFA vs NWSA
+123.2%
+45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.1% |
| 7D | +1.2% | -2.6% | +3.8% | +2.1% |
| 30D | -0.7% | +4.6% | -5.3% | -2.2% |
| 3M | +6.4% | +10.2% | -3.8% | +2.6% |
| 6M | +11.4% | +21.6% | -10.2% | +3.8% |
| YTD | +14.0% | +14.6% | -0.7% | +7.9% |
| 1Y | +20.2% | +0.4% | +19.9% | +18.6% |
| 3Y | +68.2% | +45.0% | +23.2% | +45.0% |
| 5Y | +54.8% | +41.3% | +13.5% | +31.3% |
| 10Y | +142.4% | +142.8% | -0.4% | +59.7% |
| All | +169.0% | +123.2% | +45.8% | +80.3% |
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