+50.0%
FANG vs NWSA
+43.3%
+6.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | -2.8% | +5.7% | +3.5% |
| 30D | +2.6% | +3.0% | -0.4% | +1.9% |
| 3M | +7.6% | +12.3% | -4.7% | +4.2% |
| 6M | +17.3% | +21.9% | -4.5% | +10.1% |
| YTD | +38.7% | +13.6% | +25.1% | +33.2% |
| 1Y | +51.6% | +0.5% | +51.2% | +52.9% |
| 3Y | +50.0% | +43.8% | +6.2% | +35.7% |
| All | +50.0% | +43.3% | +6.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling