+62.3%
FDS vs NWSA
+149.4%
-87.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -14.0% | -2.8% | -11.2% | -13.1% |
| 30D | -6.2% | +3.0% | -9.3% | -7.2% |
| 3M | +10.2% | +12.3% | -2.2% | +5.8% |
| 6M | +27.4% | +21.9% | +5.6% | +19.1% |
| YTD | -9.3% | +13.6% | -22.8% | -13.1% |
| 1Y | -28.6% | +0.5% | -29.1% | -29.0% |
| 3Y | -36.8% | +43.8% | -80.6% | -44.8% |
| 5Y | -28.6% | +41.2% | -69.8% | -39.0% |
| All | +62.3% | +149.4% | -87.1% | +1.6% |
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