+32.7%
FITB vs NWSA
+2.3%
+30.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.7% |
| 7D | +2.8% | +2.2% | +0.6% | +2.4% |
| 30D | +9.8% | -8.8% | +18.6% | +11.2% |
| 3M | -5.2% | -6.5% | +1.3% | -4.1% |
| 6M | +17.3% | +1.5% | +15.8% | +17.5% |
| YTD | +19.3% | +4.0% | +15.3% | +17.1% |
| 1Y | +32.7% | +3.4% | +29.3% | +30.7% |
| All | +32.7% | +2.3% | +30.4% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling