-29.4%
EW vs NWSA
+39.6%
-69.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.1% | -3.4% | -1.7% | -4.0% |
| 30D | -6.4% | +3.9% | -10.3% | -7.6% |
| 3M | -1.6% | +8.9% | -10.4% | -4.8% |
| 6M | +2.3% | +21.2% | -18.9% | -5.0% |
| YTD | +1.1% | +13.8% | -12.7% | -4.3% |
| 1Y | +8.0% | +1.4% | +6.6% | +6.5% |
| 3Y | +16.3% | +44.0% | -27.6% | -2.2% |
| 5Y | -29.4% | +40.5% | -69.9% | -42.9% |
| All | -29.4% | +39.6% | -69.0% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling