+100.0%
IT vs NWSA
+149.4%
-49.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.3% |
| 30D | +0.1% | +3.0% | -3.0% | -1.2% |
| 3M | +20.7% | +12.3% | +8.4% | +15.1% |
| 6M | +12.0% | +21.9% | -9.9% | +3.0% |
| YTD | -28.8% | +13.6% | -42.4% | -32.1% |
| 1Y | -25.5% | +0.5% | -26.0% | -25.3% |
| 3Y | -48.8% | +43.8% | -92.5% | -55.8% |
| 5Y | -42.7% | +41.2% | -83.9% | -51.4% |
| All | +100.0% | +149.4% | -49.4% | +28.8% |
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