+282.0%
FITB vs NWSA
+148.8%
+133.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | -1.0% | -4.8% | +3.8% | +1.9% |
| 30D | -5.5% | +3.0% | -8.5% | -7.2% |
| 3M | +4.1% | +9.3% | -5.2% | -2.0% |
| 6M | +18.7% | +23.2% | -4.5% | +3.4% |
| YTD | +18.2% | +13.3% | +4.8% | +7.3% |
| 1Y | +23.7% | +2.9% | +20.8% | +18.7% |
| 3Y | +130.8% | +43.3% | +87.4% | +78.4% |
| 5Y | +69.8% | +40.9% | +28.9% | +28.8% |
| All | +282.0% | +148.8% | +133.1% | +81.2% |
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 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