-20.7%
FDS vs NWSA
+40.6%
-61.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.6% |
| 7D | -5.4% | -2.6% | -2.7% | -4.4% |
| 30D | +1.6% | +4.6% | -3.0% | 0.0% |
| 3M | +17.7% | +10.2% | +7.5% | +13.7% |
| 6M | +29.1% | +21.6% | +7.4% | +20.6% |
| YTD | +1.0% | +14.6% | -13.7% | -3.7% |
| 1Y | -21.6% | +0.4% | -22.0% | -22.4% |
| 3Y | -30.1% | +45.0% | -75.1% | -38.4% |
| 5Y | -20.7% | +41.3% | -62.0% | -31.2% |
| All | -20.7% | +40.6% | -61.4% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling