+47.1%
EQT vs NWSA
+149.4%
-102.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.0% | -2.8% | +0.8% | -0.7% |
| 30D | 0.0% | +3.0% | -3.0% | -1.4% |
| 3M | +5.9% | +12.3% | -6.4% | -0.3% |
| 6M | -14.8% | +21.9% | -36.6% | -23.1% |
| YTD | +1.8% | +13.6% | -11.8% | -5.7% |
| 1Y | +7.4% | +0.5% | +6.9% | +5.1% |
| 3Y | +33.6% | +43.8% | -10.1% | +8.1% |
| 5Y | +199.3% | +41.2% | +158.2% | +135.2% |
| All | +47.1% | +149.4% | -102.2% | -20.0% |
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 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