+89.2%
IT vs NWSA
+148.1%
-58.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.6% |
| 7D | +1.1% | +2.2% | -1.1% | 0.0% |
| 30D | -1.8% | -8.8% | +6.9% | +2.3% |
| 3M | +4.8% | -6.5% | +11.3% | +8.2% |
| 6M | +33.0% | +1.5% | +31.5% | +32.8% |
| YTD | -23.8% | +4.0% | -27.9% | -24.4% |
| 1Y | -16.5% | +3.4% | -20.0% | -17.0% |
| 3Y | -53.6% | +34.8% | -88.5% | -58.8% |
| 5Y | -42.1% | +18.4% | -60.5% | -47.1% |
| All | +89.2% | +148.1% | -58.9% | +23.4% |
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