-6.1%
M vs NWSA
+144.0%
-150.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | -4.1% | -3.1% | -1.0% | -1.9% |
| 30D | -13.6% | +4.3% | -17.9% | -16.4% |
| 3M | -2.3% | +9.2% | -11.5% | -9.5% |
| 6M | +21.9% | +21.6% | +0.3% | +3.5% |
| YTD | -0.6% | +14.2% | -14.8% | -12.8% |
| 1Y | +29.7% | +1.8% | +28.0% | +23.8% |
| 3Y | +107.3% | +44.4% | +62.8% | +47.5% |
| 5Y | +20.5% | +41.0% | -20.5% | -13.6% |
| 10Y | -6.1% | +150.0% | -156.1% | -57.2% |
| All | -6.1% | +144.0% | -150.1% | -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