-8.1%
M vs NWSA
+148.1%
-156.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | -0.4% |
| 7D | +7.0% | +2.2% | +4.8% | +5.3% |
| 30D | +8.9% | -8.8% | +17.7% | +15.9% |
| 3M | +4.5% | -6.5% | +11.0% | +8.9% |
| 6M | +36.2% | +1.5% | +34.7% | +31.7% |
| YTD | +15.1% | +4.0% | +11.1% | +7.2% |
| 1Y | +27.4% | +3.4% | +24.0% | +19.3% |
| 3Y | +160.1% | +34.8% | +125.3% | +92.0% |
| 5Y | -1.6% | +18.4% | -19.9% | -20.3% |
| All | -8.1% | +148.1% | -156.3% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling