-41.7%
INTU vs NWSA
+40.6%
-82.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.1% |
| 7D | -7.5% | -2.6% | -4.9% | -6.1% |
| 30D | -1.9% | +4.6% | -6.5% | -4.3% |
| 3M | +4.9% | +10.2% | -5.3% | -0.7% |
| 6M | -33.2% | +21.6% | -54.8% | -40.5% |
| YTD | -51.4% | +14.6% | -66.0% | -55.2% |
| 1Y | -52.0% | +0.4% | -52.3% | -52.4% |
| 3Y | -40.7% | +45.0% | -85.7% | -53.8% |
| 5Y | -41.7% | +41.3% | -83.0% | -58.4% |
| All | -41.7% | +40.6% | -82.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling