+556.0%
INTU vs NWSA
+97.3%
+458.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | +12.8% | -11.3% | +24.2% | +18.4% |
| 3M | +2.1% | -8.1% | +10.2% | +5.5% |
| 6M | -11.5% | -0.7% | -10.8% | -11.7% |
| YTD | -47.9% | +1.3% | -49.3% | -48.6% |
| 1Y | -47.7% | -1.3% | -46.4% | -47.7% |
| 3Y | -34.0% | +28.4% | -62.3% | -41.7% |
| 5Y | -43.5% | +15.3% | -58.8% | -49.0% |
| 10Y | +231.1% | +142.7% | +88.4% | +109.0% |
| All | +556.0% | +97.3% | +458.8% | +344.2% |
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