+91.0%
EL vs NWSA
+97.3%
-6.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +2.7% | -0.8% | +3.4% | +3.0% |
| 30D | +10.8% | -11.3% | +22.1% | +15.9% |
| 3M | +26.5% | -8.1% | +34.5% | +30.3% |
| 6M | +31.1% | -0.7% | +31.8% | +30.3% |
| YTD | +6.6% | +1.3% | +5.3% | +4.7% |
| 1Y | +21.8% | -1.3% | +23.1% | +20.9% |
| 3Y | +1.8% | +28.4% | -26.6% | -9.1% |
| 5Y | -65.6% | +15.3% | -80.9% | -68.7% |
| 10Y | +60.3% | +142.7% | -82.4% | +6.4% |
| All | +91.0% | +97.3% | -6.2% | +33.0% |
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