-4.3%
M vs NWSA
+149.3%
-153.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +5.0% | -9.7% | +14.7% | +12.6% |
| 30D | +10.6% | -8.6% | +19.3% | +17.6% |
| 3M | +1.6% | -6.3% | +7.9% | +5.7% |
| 6M | +30.8% | -1.2% | +32.0% | +29.1% |
| YTD | +16.9% | +2.6% | +14.3% | +9.9% |
| 1Y | +26.3% | 0.0% | +26.2% | +21.3% |
| 3Y | +158.6% | +30.1% | +128.6% | +96.3% |
| 5Y | +2.1% | +18.3% | -16.2% | -17.4% |
| 10Y | -4.3% | +149.3% | -153.7% | -55.2% |
| All | -4.3% | +149.3% | -153.7% | -55.2% |
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