-30.1%
FDS vs NWSA
+44.8%
-74.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.4% |
| 7D | -5.4% | -2.6% | -2.7% | -4.1% |
| 30D | +1.6% | +4.6% | -3.0% | -0.4% |
| 3M | +17.7% | +10.2% | +7.5% | +12.5% |
| 6M | +29.1% | +21.6% | +7.4% | +18.6% |
| YTD | +1.0% | +14.6% | -13.7% | -4.8% |
| 1Y | -21.6% | +0.4% | -22.0% | -23.1% |
| 3Y | -30.1% | +45.0% | -75.1% | -38.1% |
| All | -30.1% | +44.8% | -74.9% | -38.1% |
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 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