-45.9%
IT vs NWSA
+40.1%
-86.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.1% | -3.1% | -6.1% | -7.3% |
| 30D | -12.2% | +4.3% | -16.4% | -14.1% |
| 3M | +7.8% | +9.2% | -1.4% | +3.1% |
| 6M | +2.0% | +21.6% | -19.6% | -7.9% |
| YTD | -32.7% | +14.2% | -47.0% | -36.8% |
| 1Y | -31.1% | +1.8% | -32.9% | -31.6% |
| 3Y | -52.1% | +44.4% | -96.5% | -59.9% |
| All | -45.9% | +40.1% | -86.0% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling