+569.2%
FIVE vs NWSA
+159.6%
+409.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.2% |
| 7D | +6.2% | -10.5% | +16.7% | +12.2% |
| 30D | +18.2% | -8.8% | +26.9% | +23.4% |
| 3M | +3.8% | -6.5% | +10.4% | +7.0% |
| 6M | +13.7% | -1.3% | +15.1% | +12.5% |
| YTD | +34.7% | +2.5% | +32.2% | +29.1% |
| 1Y | +66.6% | +0.2% | +66.5% | +61.8% |
| 3Y | +44.3% | +27.6% | +16.7% | +21.5% |
| 5Y | +18.8% | +17.0% | +1.8% | +2.5% |
| 10Y | +569.2% | +148.3% | +420.9% | +265.3% |
| All | +569.2% | +159.6% | +409.6% | +265.3% |
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 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