+466.4%
IVV vs NWSA
+98.2%
+368.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | -2.7% | -9.4% | +6.7% | +0.4% |
| 30D | -5.4% | -7.8% | +2.4% | -3.0% |
| 3M | -4.1% | -10.8% | +6.7% | -0.7% |
| 6M | +0.7% | +1.1% | -0.3% | -0.8% |
| YTD | +8.7% | +1.8% | +6.9% | +6.3% |
| 1Y | +11.0% | +6.0% | +5.0% | +6.7% |
| 3Y | +75.4% | +24.6% | +50.9% | +57.7% |
| 5Y | +68.3% | +13.1% | +55.2% | +52.7% |
| 10Y | +315.5% | +148.5% | +167.0% | +165.6% |
| All | +466.4% | +98.2% | +368.3% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling