+274.5%
IR vs NWSA
+157.6%
+117.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -3.1% | -4.8% | +1.7% | -0.6% |
| 30D | -14.0% | +3.0% | -17.0% | -15.4% |
| 3M | +3.7% | +9.3% | -5.6% | -1.6% |
| 6M | -15.4% | +23.2% | -38.6% | -24.8% |
| YTD | -7.7% | +13.3% | -21.0% | -15.0% |
| 1Y | -8.8% | +2.9% | -11.7% | -11.9% |
| 3Y | +5.6% | +43.3% | -37.7% | -15.4% |
| 5Y | +34.3% | +40.9% | -6.6% | +5.2% |
| All | +274.5% | +157.6% | +117.0% | +84.4% |
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