+448.7%
FIX vs NWSA
+23.7%
+425.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.8% | +5.5% |
| 7D | -17.5% | -9.4% | -8.1% | -15.3% |
| 30D | -41.6% | -7.8% | -33.8% | -40.4% |
| 3M | -40.6% | -10.8% | -29.8% | -39.1% |
| 6M | -49.4% | +1.1% | -50.4% | -50.9% |
| YTD | +9.2% | +1.8% | +7.4% | +4.6% |
| 1Y | +6.5% | +6.0% | +0.4% | -1.2% |
| 3Y | +448.7% | +24.6% | +424.1% | +370.6% |
| All | +448.7% | +23.7% | +425.1% | +370.6% |
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 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