+55.2%
EWT vs NWSA
+18.2%
+36.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -0.8% |
| 7D | -10.9% | +4.3% | -15.2% | -10.5% |
| 30D | -17.7% | +5.6% | -23.3% | -17.3% |
| 3M | -5.0% | +7.3% | -12.3% | -4.3% |
| 6M | +7.4% | +18.8% | -11.5% | +8.1% |
| YTD | +52.8% | +17.9% | +34.9% | +52.7% |
| 1Y | +55.2% | +19.3% | +35.8% | +54.5% |
| All | +55.2% | +18.2% | +36.9% | +54.5% |
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 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