+255.7%
EFX vs NWSA
+102.5%
+153.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -1.9% | -0.4% |
| 7D | -0.8% | +2.2% | -3.0% | -1.7% |
| 30D | +25.1% | -8.8% | +33.9% | +29.4% |
| 3M | +1.7% | -6.5% | +8.2% | +4.1% |
| 6M | +18.4% | +1.5% | +16.9% | +17.1% |
| YTD | -12.5% | +4.0% | -16.5% | -14.3% |
| 1Y | -8.1% | +3.4% | -11.5% | -9.8% |
| 3Y | +4.8% | +34.8% | -30.1% | -7.0% |
| 5Y | -30.1% | +18.4% | -48.5% | -36.4% |
| 10Y | +81.5% | +149.2% | -67.7% | +18.1% |
| All | +255.7% | +102.5% | +153.2% | +145.0% |
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 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