Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FIX vs NWSA✓SelectedUSD · NWSAFIX vs NWSA performance historyLatest closeAs of+1.91%09/04
Stock and ETF performance explorer

FIX vs NWSA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+12,012.3%
NWSA return
+127.4%
Excess return
+11,884.8%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNWSAExcessAlpha
1D+1.9%-1.8%+3.7%+2.7%
7D+6.0%-1.9%+7.9%+6.9%
30D-7.2%+4.6%-11.8%-9.4%
3M-15.9%+13.2%-29.1%-21.9%
6M+12.7%+27.0%-14.3%-1.6%
YTD+72.8%+16.8%+56.0%+55.8%
1Y+122.9%+4.5%+118.4%+111.2%
3Y+774.3%+46.2%+728.1%+602.9%
5Y+2,049.5%+40.9%+2,008.6%+1,607.5%
10Y+5,821.5%+145.1%+5,676.3%+3,206.0%
All+12,012.3%+127.4%+11,884.8%+6,780.1%

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