-15.8%
F vs NWSA
+12.8%
-28.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | -9.4% | +10.9% | +5.9% |
| 30D | +2.6% | -7.8% | +10.4% | +5.9% |
| 3M | -8.8% | -10.8% | +1.9% | -4.6% |
| 6M | +4.6% | +1.1% | +3.6% | +1.5% |
| YTD | -1.9% | +1.8% | -3.7% | -5.9% |
| 1Y | -0.8% | +6.0% | -6.8% | -7.2% |
| 3Y | +43.5% | +24.6% | +18.9% | +18.5% |
| All | -15.8% | +12.8% | -28.6% | -29.7% |
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 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