+93.2%
EL vs NWSA
+102.5%
-9.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | 0.0% |
| 7D | +1.5% | +2.2% | -0.7% | +0.6% |
| 30D | +10.0% | -8.8% | +18.8% | +13.8% |
| 3M | +28.4% | -6.5% | +34.9% | +31.4% |
| 6M | +37.1% | +1.5% | +35.6% | +35.0% |
| YTD | +7.8% | +4.0% | +3.8% | +4.7% |
| 1Y | +26.0% | +3.4% | +22.6% | +22.7% |
| 3Y | +3.8% | +34.8% | -31.0% | -9.1% |
| 5Y | -65.2% | +18.4% | -83.5% | -68.7% |
| 10Y | +62.1% | +149.2% | -87.0% | +6.5% |
| All | +93.2% | +102.5% | -9.3% | +33.1% |
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