+806.8%
EW vs NWSA
+99.8%
+707.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +9.3% | -9.7% | +18.9% | +12.4% |
| 30D | +22.1% | -8.6% | +30.7% | +25.0% |
| 3M | +13.0% | -6.3% | +19.3% | +14.7% |
| 6M | +30.1% | -1.2% | +31.3% | +29.2% |
| YTD | +22.0% | +2.6% | +19.4% | +19.2% |
| 1Y | +23.7% | 0.0% | +23.7% | +21.8% |
| 3Y | +62.0% | +30.1% | +31.9% | +43.8% |
| 5Y | -12.4% | +18.3% | -30.7% | -21.5% |
| 10Y | +236.1% | +149.3% | +86.7% | +120.8% |
| All | +806.8% | +99.8% | +707.0% | +529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling