+7.1%
LOW vs NWSA
+18.8%
-11.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.9% |
| 7D | +1.4% | +2.2% | -0.8% | +0.6% |
| 30D | +21.7% | -8.8% | +30.5% | +25.6% |
| 3M | +5.0% | -6.5% | +11.5% | +7.1% |
| 6M | +4.6% | +1.5% | +3.1% | +2.9% |
| YTD | -3.5% | +4.0% | -7.5% | -6.5% |
| 1Y | +0.5% | +3.4% | -2.9% | -2.3% |
| 3Y | +24.8% | +34.8% | -10.0% | +6.6% |
| All | +7.1% | +18.8% | -11.7% | -7.1% |
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