+176.4%
IEFA vs NWSA
+122.3%
+54.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.5% | -3.1% | +2.6% | +0.5% |
| 30D | -1.1% | +4.3% | -5.4% | -2.5% |
| 3M | +5.1% | +9.2% | -4.2% | +1.6% |
| 6M | +9.3% | +21.6% | -12.3% | +1.9% |
| YTD | +13.0% | +14.2% | -1.3% | +7.0% |
| 1Y | +19.2% | +1.8% | +17.4% | +17.0% |
| 3Y | +67.0% | +44.4% | +22.5% | +44.2% |
| 5Y | +51.1% | +41.0% | +10.2% | +28.4% |
| 10Y | +146.5% | +150.0% | -3.5% | +61.4% |
| All | +176.4% | +122.3% | +54.0% | +86.0% |
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