-3.4%
ES vs NWSA
+40.7%
-44.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -2.0% | +4.6% | -6.5% | -2.8% |
| 3M | +1.7% | +13.2% | -11.6% | -0.8% |
| 6M | -3.5% | +27.0% | -30.5% | -8.0% |
| YTD | +7.9% | +16.8% | -8.9% | +4.3% |
| 1Y | +17.2% | +4.5% | +12.7% | +15.5% |
| 3Y | +29.3% | +46.2% | -16.9% | +18.8% |
| All | -3.4% | +40.7% | -44.0% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling