+170.2%
ES vs NWSA
+127.4%
+42.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 6M | -3.5% | +27.0% | -30.5% | -7.9% |
| YTD | +7.9% | +16.8% | -8.9% | +4.5% |
| 1Y | +17.2% | +4.5% | +12.7% | +15.6% |
| 3Y | +29.3% | +46.2% | -16.9% | +19.4% |
| 5Y | -5.7% | +40.9% | -46.7% | -14.1% |
| 10Y | +85.2% | +145.1% | -59.9% | +42.6% |
| All | +170.2% | +127.4% | +42.8% | +109.5% |
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