+79.5%
EL vs NWSA
+127.4%
-47.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.7% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | +19.8% | +4.6% | +15.3% | +17.6% |
| 3M | +25.7% | +13.2% | +12.5% | +19.1% |
| 6M | +5.4% | +27.0% | -21.5% | -4.9% |
| YTD | +0.2% | +16.8% | -16.6% | -6.7% |
| 1Y | +20.4% | +4.5% | +15.9% | +17.1% |
| 3Y | -32.1% | +46.2% | -78.4% | -42.3% |
| 5Y | -67.2% | +40.9% | -108.1% | -72.3% |
| 10Y | +31.7% | +145.1% | -113.4% | -14.4% |
| All | +79.5% | +127.4% | -47.9% | +18.5% |
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 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