+242.8%
FFIV vs NWSA
+144.0%
+98.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.0% |
| 7D | +3.5% | -3.1% | +6.5% | +4.7% |
| 30D | -1.3% | +4.3% | -5.6% | -2.9% |
| 3M | +2.4% | +9.2% | -6.8% | -1.5% |
| 6M | +41.8% | +21.6% | +20.2% | +30.5% |
| YTD | +58.5% | +14.2% | +44.3% | +49.1% |
| 1Y | +24.3% | +1.8% | +22.6% | +22.0% |
| 3Y | +152.0% | +44.4% | +107.6% | +114.7% |
| 5Y | +99.1% | +41.0% | +58.2% | +67.2% |
| 10Y | +242.8% | +150.0% | +92.7% | +128.3% |
| All | +242.8% | +144.0% | +98.7% | +128.3% |
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