+252.1%
INTC vs NWSA
+149.4%
+102.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +7.5% | -2.8% | +10.3% | +8.7% |
| 30D | +2.0% | +3.0% | -1.1% | +0.4% |
| 3M | -12.0% | +12.3% | -24.3% | -17.8% |
| 6M | +114.5% | +21.9% | +92.7% | +91.6% |
| YTD | +179.0% | +13.6% | +165.4% | +155.4% |
| 1Y | +318.3% | +0.5% | +317.8% | +304.3% |
| 3Y | +171.2% | +43.8% | +127.5% | +122.7% |
| 5Y | +107.6% | +41.2% | +66.4% | +67.7% |
| All | +252.1% | +149.4% | +102.8% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling