+3,644.4%
FIX vs NWSA
+149.3%
+3,495.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -13.9% | -9.7% | -4.3% | -9.9% |
| 30D | -35.5% | -8.6% | -26.9% | -33.1% |
| 3M | -33.9% | -6.3% | -27.6% | -32.8% |
| 6M | -43.3% | -1.2% | -42.1% | -44.8% |
| YTD | +18.7% | +2.6% | +16.0% | +11.6% |
| 1Y | +13.8% | 0.0% | +13.7% | +8.5% |
| 3Y | +495.0% | +30.1% | +464.9% | +390.6% |
| 5Y | +1,049.0% | +18.3% | +1,030.7% | +863.1% |
| 10Y | +3,644.4% | +149.3% | +3,495.1% | +1,781.1% |
| All | +3,644.4% | +149.3% | +3,495.1% | +1,781.1% |
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 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