+124.0%
EW vs NWSA
+148.8%
-24.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -3.4% | -4.8% | +1.4% | -1.8% |
| 30D | -7.4% | +3.0% | -10.3% | -8.3% |
| 3M | +0.9% | +9.3% | -8.4% | -2.3% |
| 6M | +1.2% | +23.2% | -22.0% | -6.2% |
| YTD | +1.8% | +13.3% | -11.5% | -3.2% |
| 1Y | +10.8% | +2.9% | +8.0% | +8.6% |
| 3Y | +17.1% | +43.3% | -26.2% | +0.9% |
| 5Y | -28.2% | +40.9% | -69.1% | -39.2% |
| All | +124.0% | +148.8% | -24.9% | +49.8% |
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 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