+130.2%
FDS vs NWSA
+153.1%
-22.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | -2.1% | -12.2% | +10.1% | +2.2% |
| 30D | +16.0% | -8.7% | +24.7% | +19.5% |
| 3M | +18.8% | -6.0% | +24.8% | +21.1% |
| 6M | +54.1% | -0.3% | +54.4% | +53.9% |
| YTD | +17.0% | +3.5% | +13.5% | +15.4% |
| 1Y | +25.5% | +0.8% | +24.8% | +24.9% |
| 3Y | -23.3% | +31.1% | -54.4% | -31.0% |
| 5Y | -22.6% | +18.8% | -41.4% | -29.8% |
| 10Y | +130.2% | +147.9% | -17.7% | +45.5% |
| All | +130.2% | +153.1% | -22.9% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling