+521.5%
LOW vs NWSA
+123.2%
+398.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | +0.4% | -2.6% | +3.0% | +1.4% |
| 30D | -10.1% | +4.6% | -14.7% | -11.6% |
| 3M | -2.9% | +10.2% | -13.1% | -6.6% |
| 6M | -19.4% | +21.6% | -41.0% | -25.5% |
| YTD | -15.4% | +14.6% | -30.1% | -20.4% |
| 1Y | -24.9% | +0.4% | -25.3% | -25.9% |
| 3Y | -7.8% | +45.0% | -52.8% | -21.7% |
| 5Y | +8.4% | +41.3% | -32.9% | -9.3% |
| 10Y | +226.8% | +142.8% | +84.0% | +106.0% |
| All | +521.5% | +123.2% | +398.3% | +299.8% |
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