+224.5%
EFX vs NWSA
+123.2%
+101.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.3% |
| 7D | -7.8% | -2.6% | -5.2% | -6.7% |
| 30D | -5.7% | +4.6% | -10.3% | -7.4% |
| 3M | +2.5% | +10.2% | -7.7% | -1.5% |
| 6M | -16.7% | +21.6% | -38.3% | -23.2% |
| YTD | -20.2% | +14.6% | -34.8% | -24.6% |
| 1Y | -31.4% | +0.4% | -31.7% | -31.7% |
| 3Y | -10.5% | +45.0% | -55.5% | -22.7% |
| 5Y | -35.2% | +41.3% | -76.5% | -44.6% |
| 10Y | +40.2% | +142.8% | -102.6% | -8.6% |
| All | +224.5% | +123.2% | +101.4% | +115.7% |
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