+85.7%
F vs NWSA
+127.4%
-41.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.3% |
| 7D | +5.3% | -1.9% | +7.2% | +6.3% |
| 30D | +4.6% | +4.6% | 0.0% | +2.2% |
| 3M | -3.7% | +13.2% | -16.9% | -10.0% |
| 6M | +16.8% | +27.0% | -10.2% | +2.6% |
| YTD | +15.3% | +16.8% | -1.5% | +5.0% |
| 1Y | +31.0% | +4.5% | +26.5% | +25.6% |
| 3Y | +45.4% | +46.2% | -0.8% | +16.5% |
| 5Y | +54.7% | +40.9% | +13.7% | +23.8% |
| 10Y | +98.2% | +145.1% | -46.9% | +13.1% |
| All | +85.7% | +127.4% | -41.7% | +8.2% |
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