+34.9%
EQT vs NWSA
+120.6%
-85.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.2% | -4.8% | +3.6% | +0.9% |
| 30D | +1.1% | +3.0% | -1.9% | -0.2% |
| 3M | +4.8% | +9.3% | -4.5% | +0.2% |
| 6M | -10.6% | +23.2% | -33.8% | -19.3% |
| YTD | +3.4% | +13.3% | -9.9% | -3.6% |
| 1Y | +8.7% | +2.9% | +5.8% | +5.3% |
| 3Y | +35.0% | +43.3% | -8.4% | +10.9% |
| 5Y | +204.2% | +40.9% | +163.4% | +143.8% |
| 10Y | +52.5% | +148.1% | -95.6% | -12.5% |
| All | +34.9% | +120.6% | -85.7% | -20.5% |
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