+265.1%
GE vs NWSA
+127.4%
+137.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.9% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | -11.6% | +4.6% | -16.1% | -13.5% |
| 3M | +3.0% | +13.2% | -10.2% | -3.3% |
| 6M | -0.5% | +27.0% | -27.5% | -11.7% |
| YTD | +9.7% | +16.8% | -7.1% | +0.6% |
| 1Y | +20.0% | +4.5% | +15.5% | +15.3% |
| 3Y | +275.8% | +46.2% | +229.6% | +205.1% |
| 5Y | +429.1% | +40.9% | +388.2% | +325.9% |
| 10Y | +151.2% | +145.1% | +6.0% | +45.7% |
| All | +265.1% | +127.4% | +137.7% | +113.4% |
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