-10.0%
LOW vs NWSA
+43.0%
-53.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.6% | -4.8% | +2.1% | -1.0% |
| 30D | -11.1% | +3.0% | -14.1% | -12.1% |
| 3M | -8.5% | +9.3% | -17.8% | -11.6% |
| 6M | -20.8% | +23.2% | -44.0% | -26.8% |
| YTD | -17.2% | +13.3% | -30.5% | -21.4% |
| 1Y | -24.7% | +2.9% | -27.6% | -25.9% |
| All | -10.0% | +43.0% | -53.0% | -23.9% |
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