-32.2%
INFY vs NWSA
+43.3%
-75.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -5.4% | -2.8% | -2.6% | -4.1% |
| 30D | -9.9% | +3.0% | -12.9% | -11.0% |
| 3M | -4.6% | +12.3% | -16.9% | -9.2% |
| 6M | -18.5% | +21.9% | -40.3% | -25.0% |
| YTD | -36.5% | +13.6% | -50.1% | -40.2% |
| 1Y | -32.8% | +0.5% | -33.2% | -34.3% |
| 3Y | -32.2% | +43.8% | -76.0% | -41.9% |
| All | -32.2% | +43.3% | -75.5% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling