+233.4%
EQX vs NWSA
+184.9%
+48.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.9% |
| 7D | -7.0% | -4.8% | -2.3% | -6.0% |
| 30D | +4.8% | +3.0% | +1.9% | +4.2% |
| 3M | +25.6% | +9.3% | +16.3% | +22.8% |
| 6M | -25.8% | +23.2% | -49.0% | -29.6% |
| YTD | -12.7% | +13.3% | -26.1% | -15.9% |
| 1Y | +14.1% | +2.9% | +11.2% | +12.5% |
| 3Y | +165.7% | +43.3% | +122.4% | +138.8% |
| 5Y | +81.2% | +40.9% | +40.3% | +57.6% |
| All | +233.4% | +184.9% | +48.5% | +241.5% |
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