+542.1%
FIVE vs NWSA
+99.8%
+442.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +7.3% | -9.7% | +17.0% | +12.4% |
| 30D | +18.1% | -8.6% | +26.7% | +22.8% |
| 3M | +7.7% | -6.3% | +14.0% | +10.6% |
| 6M | +13.6% | -1.2% | +14.8% | +12.5% |
| YTD | +34.6% | +2.6% | +31.9% | +29.5% |
| 1Y | +66.2% | 0.0% | +66.2% | +62.1% |
| 3Y | +43.5% | +30.1% | +13.4% | +22.3% |
| 5Y | +20.7% | +18.3% | +2.3% | +5.6% |
| 10Y | +541.5% | +149.3% | +392.1% | +278.5% |
| All | +542.1% | +99.8% | +442.3% | +300.1% |
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