+5.2%
LOW vs NWSA
+40.0%
-34.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.7% | -2.8% | -0.9% | -2.7% |
| 30D | -8.9% | +3.0% | -11.9% | -10.0% |
| 3M | -10.4% | +12.3% | -22.7% | -14.6% |
| 6M | -19.4% | +21.9% | -41.3% | -25.7% |
| YTD | -17.1% | +13.6% | -30.7% | -21.8% |
| 1Y | -26.3% | +0.5% | -26.7% | -27.1% |
| 3Y | -9.9% | +43.8% | -53.6% | -24.1% |
| All | +5.2% | +40.0% | -34.8% | -15.0% |
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