+84.2%
ES vs NWSA
+143.8%
-59.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +1.4% | -2.6% | +4.0% | +1.9% |
| 30D | -1.2% | +4.6% | -5.7% | -2.1% |
| 3M | +5.0% | +10.2% | -5.2% | +2.8% |
| 6M | -2.8% | +21.6% | -24.5% | -6.9% |
| YTD | +8.6% | +14.6% | -6.1% | +5.1% |
| 1Y | +18.9% | +0.4% | +18.6% | +18.1% |
| 3Y | +32.1% | +45.0% | -12.8% | +20.8% |
| 5Y | -5.1% | +41.3% | -46.3% | -14.7% |
| 10Y | +84.2% | +142.8% | -58.6% | +36.1% |
| All | +84.2% | +143.8% | -59.7% | +36.1% |
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