+67.2%
F vs NWSA
+141.7%
-74.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -1.8% |
| 7D | -3.9% | -0.8% | -3.1% | -3.5% |
| 30D | -0.5% | -11.3% | +10.9% | +5.0% |
| 3M | -12.9% | -8.1% | -4.8% | -10.0% |
| 6M | +1.5% | -0.7% | +2.2% | -0.3% |
| YTD | -5.0% | +1.3% | -6.4% | -8.4% |
| 1Y | -7.3% | -1.3% | -6.0% | -9.4% |
| 3Y | +45.3% | +28.4% | +16.9% | +21.0% |
| 5Y | -15.8% | +15.3% | -31.1% | -27.5% |
| All | +67.2% | +141.7% | -74.5% | -12.3% |
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