-31.9%
EL vs NWSA
+44.1%
-76.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -2.4% | -3.1% | +0.7% | -0.8% |
| 30D | +13.7% | +4.3% | +9.4% | +11.3% |
| 3M | +14.5% | +9.2% | +5.3% | +8.9% |
| 6M | +7.4% | +21.6% | -14.2% | -4.3% |
| YTD | -4.7% | +14.2% | -18.9% | -12.2% |
| 1Y | +12.9% | +1.8% | +11.2% | +11.5% |
| All | -31.9% | +44.1% | -76.0% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling