+499.6%
FIVE vs NWSA
+141.7%
+357.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.3% |
| 7D | +2.4% | -0.8% | +3.2% | +2.9% |
| 30D | +15.8% | -11.3% | +27.2% | +22.9% |
| 3M | +3.8% | -8.1% | +11.8% | +7.9% |
| 6M | +18.5% | -0.7% | +19.2% | +16.8% |
| YTD | +31.2% | +1.3% | +29.9% | +26.5% |
| 1Y | +61.8% | -1.3% | +63.1% | +58.4% |
| 3Y | +39.9% | +28.4% | +11.5% | +17.4% |
| 5Y | +18.3% | +15.3% | +3.0% | +2.9% |
| All | +499.6% | +141.7% | +357.9% | +226.2% |
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