+160.8%
EXC vs NWSA
+144.0%
+16.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.3% | -3.1% | +3.4% | +1.1% |
| 30D | -0.9% | +4.3% | -5.1% | -1.9% |
| 3M | -2.7% | +9.2% | -11.9% | -4.9% |
| 6M | -9.4% | +21.6% | -31.0% | -14.0% |
| YTD | +3.0% | +14.2% | -11.2% | -1.0% |
| 1Y | +5.1% | +1.8% | +3.4% | +3.8% |
| 3Y | +20.6% | +44.4% | -23.8% | +6.6% |
| 5Y | +45.7% | +41.0% | +4.8% | +26.1% |
| 10Y | +160.8% | +150.0% | +10.8% | +71.8% |
| All | +160.8% | +144.0% | +16.8% | +71.8% |
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