+39.7%
EFX vs NWSA
+149.4%
-109.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.5% | -2.8% | -1.7% | -3.3% |
| 30D | -6.1% | +3.0% | -9.1% | -7.3% |
| 3M | +6.2% | +12.3% | -6.1% | +0.9% |
| 6M | -11.2% | +21.9% | -33.1% | -18.6% |
| YTD | -21.4% | +13.6% | -35.0% | -25.7% |
| 1Y | -34.3% | +0.5% | -34.8% | -34.7% |
| 3Y | -12.5% | +43.8% | -56.3% | -24.7% |
| 5Y | -35.6% | +41.2% | -76.7% | -45.4% |
| All | +39.7% | +149.4% | -109.7% | -10.0% |
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