+238.8%
EQX vs NWSA
+185.5%
+53.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.2% | -2.8% | -0.4% | -2.6% |
| 30D | +7.8% | +3.0% | +4.7% | +7.1% |
| 3M | +21.3% | +12.3% | +9.0% | +17.9% |
| 6M | -22.4% | +21.9% | -44.3% | -26.2% |
| YTD | -11.3% | +13.6% | -24.9% | -14.5% |
| 1Y | +13.5% | +0.5% | +13.0% | +12.6% |
| 3Y | +162.1% | +43.8% | +118.4% | +135.4% |
| 5Y | +84.2% | +41.2% | +43.0% | +60.2% |
| All | +238.8% | +185.5% | +53.3% | +246.9% |
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