+258.8%
GE vs NWSA
+97.3%
+161.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.5% |
| 7D | +5.1% | -0.8% | +5.9% | +5.5% |
| 30D | +7.6% | -11.3% | +18.9% | +13.0% |
| 3M | -9.3% | -8.1% | -1.2% | -6.5% |
| 6M | +11.5% | -0.7% | +12.2% | +10.2% |
| YTD | +7.9% | +1.3% | +6.5% | +4.7% |
| 1Y | +7.6% | -1.3% | +9.0% | +5.6% |
| 3Y | +265.9% | +28.4% | +237.5% | +213.2% |
| 5Y | +405.9% | +15.3% | +390.6% | +343.8% |
| 10Y | +149.6% | +142.7% | +6.9% | +47.1% |
| All | +258.8% | +97.3% | +161.6% | +122.1% |
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