+46.5%
ETSY vs NWSA
+5.5%
+41.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.0% |
| 7D | -8.5% | -1.9% | -6.6% | -7.7% |
| 30D | -10.9% | +4.6% | -15.5% | -12.6% |
| 3M | +14.1% | +13.2% | +0.9% | +7.9% |
| 6M | +37.5% | +27.0% | +10.5% | +23.1% |
| YTD | +38.0% | +16.8% | +21.2% | +29.7% |
| 1Y | +46.5% | +4.5% | +42.0% | +45.7% |
| All | +46.5% | +5.5% | +41.0% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling