+494.2%
FIX vs NWSA
+32.6%
+461.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.0% |
| 7D | +9.4% | +2.2% | +7.2% | +8.9% |
| 30D | -27.8% | -8.8% | -19.0% | -26.1% |
| 3M | -35.6% | -6.5% | -29.1% | -34.8% |
| 6M | -45.2% | +1.5% | -46.7% | -46.7% |
| YTD | +19.5% | +4.0% | +15.4% | +13.8% |
| 1Y | +24.2% | +3.4% | +20.8% | +18.6% |
| 3Y | +494.2% | +34.8% | +459.3% | +357.5% |
| All | +494.2% | +32.6% | +461.6% | +357.5% |
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