+221.3%
EXC vs NWSA
+127.4%
+93.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | -3.7% | +4.6% | -8.3% | -4.8% |
| 3M | -1.3% | +13.2% | -14.5% | -4.2% |
| 6M | -9.7% | +27.0% | -36.7% | -14.9% |
| YTD | +2.9% | +16.8% | -13.9% | -1.4% |
| 1Y | +4.4% | +4.5% | -0.1% | +2.5% |
| 3Y | +22.2% | +46.2% | -24.0% | +8.8% |
| 5Y | +46.7% | +40.9% | +5.8% | +28.6% |
| 10Y | +155.3% | +145.1% | +10.2% | +76.3% |
| All | +221.3% | +127.4% | +93.9% | +122.8% |
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 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