+3.6%
GOOG vs NWSA
+18.2%
-14.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.4% |
| 7D | -10.7% | +4.3% | -15.0% | -11.6% |
| 30D | -16.4% | +5.6% | -22.0% | -17.6% |
| 3M | -23.4% | +7.3% | -30.7% | -24.7% |
| 6M | -24.2% | +18.8% | -43.1% | -27.1% |
| YTD | -8.3% | +17.9% | -26.1% | -11.8% |
| 1Y | +3.6% | +19.3% | -15.8% | -0.1% |
| All | +3.6% | +18.2% | -14.7% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling