+58.0%
F vs NWSA
+98.2%
-40.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | -9.4% | +10.9% | +5.8% |
| 30D | +2.6% | -7.8% | +10.4% | +5.9% |
| 3M | -8.8% | -10.8% | +1.9% | -4.7% |
| 6M | +4.6% | +1.1% | +3.6% | +2.0% |
| YTD | -1.9% | +1.8% | -3.7% | -5.3% |
| 1Y | -0.8% | +6.0% | -6.8% | -6.3% |
| 3Y | +43.5% | +24.6% | +18.9% | +23.4% |
| 5Y | -12.1% | +13.1% | -25.2% | -22.5% |
| 10Y | +83.6% | +148.5% | -64.9% | +5.1% |
| All | +58.0% | +98.2% | -40.1% | -2.5% |
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