-17.2%
F vs NWSA
+18.8%
-36.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -1.2% |
| 7D | -3.1% | +2.2% | -5.3% | -4.1% |
| 30D | 0.0% | -8.8% | +8.8% | +3.9% |
| 3M | -13.2% | -6.5% | -6.7% | -11.2% |
| 6M | -10.2% | +1.5% | -11.7% | -13.0% |
| YTD | -4.9% | +4.0% | -9.0% | -9.8% |
| 1Y | -6.1% | +3.4% | -9.5% | -10.6% |
| 3Y | +46.0% | +34.8% | +11.1% | +15.0% |
| All | -17.2% | +18.8% | -36.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling