+266.6%
EW vs NWSA
+141.7%
+124.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | +24.1% | -11.3% | +35.4% | +28.4% |
| 3M | +13.7% | -8.1% | +21.8% | +16.1% |
| 6M | +32.7% | -0.7% | +33.4% | +31.5% |
| YTD | +24.1% | +1.3% | +22.8% | +21.6% |
| 1Y | +23.6% | -1.3% | +24.9% | +22.2% |
| 3Y | +64.8% | +28.4% | +36.4% | +46.1% |
| 5Y | -8.8% | +15.3% | -24.1% | -18.0% |
| All | +266.6% | +141.7% | +124.9% | +141.6% |
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