+47.5%
FITB vs NWSA
+18.8%
+28.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.3% |
| 7D | +2.8% | +2.2% | +0.6% | +1.6% |
| 30D | +9.8% | -8.8% | +18.6% | +14.3% |
| 3M | -5.2% | -6.5% | +1.3% | -2.8% |
| 6M | +17.3% | +1.5% | +15.8% | +14.1% |
| YTD | +19.3% | +4.0% | +15.3% | +13.2% |
| 1Y | +32.7% | +3.4% | +29.3% | +26.3% |
| 3Y | +141.6% | +34.8% | +106.7% | +92.6% |
| All | +47.5% | +18.8% | +28.7% | +22.9% |
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