+538.6%
INTU vs NWSA
+127.4%
+411.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.6% |
| 7D | -7.1% | -1.9% | -5.2% | -6.3% |
| 30D | +1.5% | +4.6% | -3.1% | -0.6% |
| 3M | +10.7% | +13.2% | -2.6% | +4.9% |
| 6M | -23.8% | +27.0% | -50.8% | -31.5% |
| YTD | -49.3% | +16.8% | -66.1% | -52.7% |
| 1Y | -49.7% | +4.5% | -54.2% | -50.9% |
| 3Y | -38.0% | +46.2% | -84.2% | -48.1% |
| 5Y | -38.7% | +40.9% | -79.7% | -49.0% |
| 10Y | +221.3% | +145.1% | +76.2% | +99.3% |
| All | +538.6% | +127.4% | +411.2% | +308.1% |
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