+251.5%
FDS vs NWSA
+127.4%
+124.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.9% |
| 7D | -1.9% | -1.9% | 0.0% | -1.2% |
| 30D | +9.0% | +4.6% | +4.4% | +7.2% |
| 3M | +18.9% | +13.2% | +5.6% | +13.9% |
| 6M | +35.1% | +27.0% | +8.1% | +24.5% |
| YTD | +5.5% | +16.8% | -11.3% | 0.0% |
| 1Y | -16.8% | +4.5% | -21.3% | -18.3% |
| 3Y | -28.1% | +46.2% | -74.3% | -37.5% |
| 5Y | -17.4% | +40.9% | -58.3% | -29.3% |
| 10Y | +85.4% | +145.1% | -59.7% | +19.4% |
| All | +251.5% | +127.4% | +124.1% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling