+92.6%
FFIV vs NWSA
+40.6%
+51.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | -1.5% | -2.6% | +1.1% | -0.4% |
| 30D | -2.7% | +4.6% | -7.2% | -4.5% |
| 3M | -1.7% | +10.2% | -11.9% | -6.2% |
| 6M | +36.1% | +21.6% | +14.5% | +23.7% |
| YTD | +52.6% | +14.6% | +38.0% | +42.0% |
| 1Y | +21.5% | +0.4% | +21.2% | +19.9% |
| 3Y | +142.7% | +45.0% | +97.7% | +100.0% |
| 5Y | +92.6% | +41.3% | +51.3% | +51.7% |
| All | +92.6% | +40.6% | +51.9% | +51.7% |
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