+227.1%
INTC vs NWSA
+102.5%
+124.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.6% |
| 7D | +6.0% | +2.2% | +3.8% | +5.1% |
| 30D | -39.2% | -8.8% | -30.4% | -37.1% |
| 3M | -42.9% | -6.5% | -36.4% | -41.9% |
| 6M | -50.4% | +1.5% | -51.9% | -52.0% |
| YTD | +61.7% | +4.0% | +57.6% | +53.3% |
| 1Y | +66.1% | +3.4% | +62.7% | +57.8% |
| 3Y | +58.1% | +34.8% | +23.3% | +34.5% |
| 5Y | +27.9% | +18.4% | +9.5% | +12.2% |
| 10Y | +111.1% | +149.2% | -38.0% | +31.4% |
| All | +227.1% | +102.5% | +124.6% | +111.1% |
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