+336.0%
IR vs NWSA
+136.4%
+199.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.6% |
| 7D | +2.5% | +2.2% | +0.3% | +1.4% |
| 30D | +9.2% | -8.8% | +17.9% | +13.3% |
| 3M | +0.9% | -6.5% | +7.4% | +3.1% |
| 6M | +19.2% | +1.5% | +17.7% | +15.9% |
| YTD | +7.5% | +4.0% | +3.4% | +2.1% |
| 1Y | +11.7% | +3.4% | +8.3% | +6.5% |
| 3Y | +23.9% | +34.8% | -10.9% | +1.4% |
| 5Y | +46.4% | +18.4% | +28.0% | +24.5% |
| All | +336.0% | +136.4% | +199.5% | +121.5% |
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