+72.2%
F vs NWSA
+149.3%
-77.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -0.2% | -9.7% | +9.4% | +4.3% |
| 30D | +0.9% | -8.6% | +9.5% | +4.8% |
| 3M | -11.3% | -6.3% | -5.1% | -9.3% |
| 6M | +2.0% | -1.2% | +3.2% | +0.5% |
| YTD | -3.2% | +2.6% | -5.8% | -7.3% |
| 1Y | -3.5% | 0.0% | -3.5% | -6.3% |
| 3Y | +48.1% | +30.1% | +18.0% | +22.6% |
| 5Y | -13.5% | +18.3% | -31.8% | -26.5% |
| 10Y | +72.2% | +149.3% | -77.2% | -11.7% |
| All | +72.2% | +149.3% | -77.2% | -11.7% |
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