+538.8%
FIVE vs NWSA
+127.4%
+411.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +6.0% |
| 7D | +4.3% | -1.9% | +6.1% | +5.1% |
| 30D | +12.5% | +4.6% | +7.9% | +9.9% |
| 3M | +31.2% | +13.2% | +18.0% | +22.7% |
| 6M | +14.4% | +27.0% | -12.6% | +0.1% |
| YTD | +33.9% | +16.8% | +17.1% | +21.6% |
| 1Y | +65.1% | +4.5% | +60.5% | +58.3% |
| 3Y | +49.0% | +46.2% | +2.7% | +20.3% |
| 5Y | +30.3% | +40.9% | -10.6% | +5.2% |
| 10Y | +481.1% | +145.1% | +336.0% | +237.7% |
| All | +538.8% | +127.4% | +411.4% | +275.6% |
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