+24.4%
EL vs NWSA
+149.4%
-125.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -6.5% | -2.8% | -3.7% | -5.3% |
| 30D | +11.1% | +3.0% | +8.1% | +9.7% |
| 3M | +10.7% | +12.3% | -1.6% | +4.8% |
| 6M | +6.9% | +21.9% | -15.0% | -2.7% |
| YTD | -6.3% | +13.6% | -19.9% | -12.2% |
| 1Y | +13.5% | +0.5% | +13.0% | +12.0% |
| 3Y | -33.1% | +43.8% | -76.8% | -43.6% |
| 5Y | -68.8% | +41.2% | -109.9% | -74.0% |
| All | +24.4% | +149.4% | -125.0% | -22.5% |
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