+336.0%
IR vs NWSA
+135.2%
+200.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | +1.1% | -12.2% | +13.3% | +7.3% |
| 30D | +7.6% | -8.7% | +16.3% | +11.7% |
| 3M | +0.1% | -6.0% | +6.1% | +2.0% |
| 6M | +14.0% | -0.3% | +14.3% | +11.9% |
| YTD | +7.5% | +3.5% | +4.0% | +2.4% |
| 1Y | +10.1% | +0.8% | +9.4% | +6.5% |
| 3Y | +24.9% | +31.1% | -6.3% | +3.7% |
| 5Y | +46.9% | +18.8% | +28.1% | +24.7% |
| All | +336.0% | +135.2% | +200.8% | +122.2% |
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 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