+97.9%
EWT vs NWSA
+5.5%
+92.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.8% |
| 7D | +4.0% | -1.9% | +5.8% | +3.9% |
| 30D | +10.3% | +4.6% | +5.7% | +10.6% |
| 3M | +6.1% | +13.2% | -7.1% | +6.8% |
| 6M | +56.6% | +27.0% | +29.6% | +54.6% |
| YTD | +76.6% | +16.8% | +59.7% | +75.6% |
| 1Y | +97.9% | +4.5% | +93.4% | +97.0% |
| All | +97.9% | +5.5% | +92.3% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling