-35.8%
EFX vs NWSA
+40.0%
-75.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -4.5% | -2.8% | -1.7% | -2.9% |
| 30D | -6.1% | +3.0% | -9.1% | -7.6% |
| 3M | +6.2% | +12.3% | -6.1% | -0.8% |
| 6M | -11.2% | +21.9% | -33.1% | -21.0% |
| YTD | -21.4% | +13.6% | -35.0% | -27.2% |
| 1Y | -34.3% | +0.5% | -34.8% | -34.9% |
| 3Y | -12.5% | +43.8% | -56.3% | -28.9% |
| All | -35.8% | +40.0% | -75.8% | -50.4% |
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