+43.4%
FIVE vs NWSA
+32.6%
+10.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.3% |
| 7D | +2.7% | +2.2% | +0.5% | +1.7% |
| 30D | +12.7% | -8.8% | +21.4% | +16.6% |
| 3M | +2.1% | -6.5% | +8.5% | +4.5% |
| 6M | +17.5% | +1.5% | +16.0% | +14.9% |
| YTD | +31.0% | +4.0% | +26.9% | +25.7% |
| 1Y | +67.7% | +3.4% | +64.3% | +61.5% |
| 3Y | +43.4% | +34.8% | +8.5% | +14.3% |
| All | +43.4% | +32.6% | +10.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling