+25.5%
FDS vs NWSA
+1.1%
+24.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.2% |
| 7D | -2.1% | -12.2% | +10.1% | +5.1% |
| 30D | +16.0% | -8.7% | +24.7% | +21.0% |
| 3M | +18.8% | -6.0% | +24.8% | +21.5% |
| 6M | +54.1% | -0.3% | +54.4% | +49.7% |
| YTD | +17.0% | +3.5% | +13.5% | +17.0% |
| 1Y | +25.5% | +0.8% | +24.8% | +27.1% |
| All | +25.5% | +1.1% | +24.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling