+496.4%
FIVE vs NWSA
+143.8%
+352.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.7% |
| 7D | +3.7% | -2.6% | +6.3% | +5.1% |
| 30D | +4.0% | +4.6% | -0.6% | +1.5% |
| 3M | +36.2% | +10.2% | +26.0% | +28.4% |
| 6M | +18.0% | +21.6% | -3.6% | +4.4% |
| YTD | +34.9% | +14.6% | +20.2% | +22.5% |
| 1Y | +67.9% | +0.4% | +67.6% | +64.0% |
| 3Y | +57.3% | +45.0% | +12.3% | +24.4% |
| 5Y | +39.5% | +41.3% | -1.7% | +9.5% |
| 10Y | +496.4% | +142.8% | +353.6% | +215.5% |
| All | +496.4% | +143.8% | +352.6% | +215.5% |
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