+12,012.3%
FIX vs NWSA
+127.4%
+11,884.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 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