+271.2%
EW vs NWSA
+148.1%
+123.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.4% |
| 7D | +4.9% | +2.2% | +2.7% | +4.2% |
| 30D | +23.9% | -8.8% | +32.7% | +27.1% |
| 3M | +15.8% | -6.5% | +22.3% | +17.6% |
| 6M | +31.7% | +1.5% | +30.1% | +29.6% |
| YTD | +25.7% | +4.0% | +21.7% | +22.1% |
| 1Y | +24.4% | +3.4% | +21.0% | +21.1% |
| 3Y | +65.9% | +34.8% | +31.0% | +44.7% |
| 5Y | -7.6% | +18.4% | -26.0% | -17.7% |
| All | +271.2% | +148.1% | +123.1% | +142.5% |
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 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