+8.5%
IR vs NWSA
+44.8%
-36.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.9% |
| 7D | +0.6% | -2.6% | +3.3% | +1.7% |
| 30D | -13.6% | +4.6% | -18.2% | -15.3% |
| 3M | +3.7% | +10.2% | -6.5% | -0.8% |
| 6M | -13.1% | +21.6% | -34.7% | -20.7% |
| YTD | -5.1% | +14.6% | -19.8% | -11.6% |
| 1Y | -6.5% | +0.4% | -6.8% | -6.3% |
| 3Y | +8.5% | +45.0% | -36.5% | -8.7% |
| All | +8.5% | +44.8% | -36.3% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling