+206.5%
FITB vs NWSA
+148.1%
+58.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.4% |
| 7D | +2.8% | +2.2% | +0.6% | +1.4% |
| 30D | +9.8% | -8.8% | +18.6% | +14.9% |
| 3M | -5.2% | -6.5% | +1.3% | -2.5% |
| 6M | +17.3% | +1.5% | +15.8% | +13.8% |
| YTD | +19.3% | +4.0% | +15.3% | +12.7% |
| 1Y | +32.7% | +3.4% | +29.3% | +25.7% |
| 3Y | +141.6% | +34.8% | +106.7% | +91.1% |
| 5Y | +48.9% | +18.4% | +30.5% | +24.2% |
| All | +206.5% | +148.1% | +58.4% | +48.0% |
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 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