+108.4%
M vs NWSA
+23.7%
+84.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.2% | -4.4% |
| 7D | -4.3% | -9.4% | +5.1% | 0.0% |
| 30D | +1.3% | -7.8% | +9.0% | +5.0% |
| 3M | -7.4% | -10.8% | +3.4% | -2.8% |
| 6M | +18.3% | +1.1% | +17.3% | +16.4% |
| YTD | +7.6% | +1.8% | +5.8% | +4.9% |
| 1Y | +17.4% | +6.0% | +11.4% | +11.2% |
| 3Y | +108.4% | +24.6% | +83.8% | +55.4% |
| All | +108.4% | +23.7% | +84.7% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling