+678.9%
FANG vs NWSA
+121.1%
+557.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | -2.8% | +5.7% | +4.3% |
| 30D | +2.6% | +3.0% | -0.4% | +1.0% |
| 3M | +7.6% | +12.3% | -4.7% | +0.4% |
| 6M | +17.3% | +21.9% | -4.5% | +4.1% |
| YTD | +38.7% | +13.6% | +25.1% | +26.7% |
| 1Y | +51.6% | +0.5% | +51.2% | +47.1% |
| 3Y | +50.0% | +43.8% | +6.2% | +17.5% |
| 5Y | +237.6% | +41.2% | +196.4% | +154.3% |
| 10Y | +180.7% | +148.6% | +32.1% | +45.6% |
| All | +678.9% | +121.1% | +557.9% | +325.2% |
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