+2,105.4%
FIX vs NWSA
+40.7%
+2,064.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +6.0% | -1.9% | +7.9% | +6.7% |
| 30D | -7.2% | +4.6% | -11.8% | -9.0% |
| 3M | -15.9% | +13.2% | -29.1% | -20.9% |
| 6M | +12.7% | +27.0% | -14.3% | -0.1% |
| YTD | +72.8% | +16.8% | +56.0% | +58.2% |
| 1Y | +122.9% | +4.5% | +118.4% | +115.1% |
| 3Y | +774.3% | +46.2% | +728.1% | +621.9% |
| All | +2,105.4% | +40.7% | +2,064.8% | +1,727.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling