+364.9%
FITB vs NWSA
+123.2%
+241.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | +2.8% | -2.6% | +5.5% | +4.4% |
| 30D | -4.5% | +4.6% | -9.1% | -7.0% |
| 3M | +5.7% | +10.2% | -4.5% | -0.7% |
| 6M | +17.1% | +21.6% | -4.5% | +3.5% |
| YTD | +18.3% | +14.6% | +3.7% | +7.3% |
| 1Y | +23.9% | +0.4% | +23.5% | +20.9% |
| 3Y | +131.1% | +45.0% | +86.1% | +80.6% |
| 5Y | +71.1% | +41.3% | +29.8% | +32.3% |
| 10Y | +283.9% | +142.8% | +141.1% | +100.2% |
| All | +364.9% | +123.2% | +241.8% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling