+236.1%
EXC vs NWSA
+99.5%
+136.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -1.7% | -10.5% | +8.8% | +0.4% |
| 30D | +9.3% | -8.8% | +18.1% | +11.2% |
| 3M | +1.0% | -6.5% | +7.6% | +2.1% |
| 6M | +5.9% | -1.3% | +7.3% | +5.5% |
| YTD | +7.6% | +2.5% | +5.1% | +5.8% |
| 1Y | +2.4% | +0.2% | +2.2% | +1.2% |
| 3Y | +30.2% | +27.6% | +2.6% | +19.2% |
| 5Y | +41.4% | +17.0% | +24.4% | +29.3% |
| 10Y | +183.8% | +148.3% | +35.4% | +96.2% |
| All | +236.1% | +99.5% | +136.6% | +139.0% |
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 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