+28.2%
M vs NWSA
+40.6%
-12.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.3% |
| 7D | +2.4% | -2.6% | +5.0% | +4.2% |
| 30D | -11.6% | +4.6% | -16.2% | -14.4% |
| 3M | +1.6% | +10.2% | -8.6% | -6.1% |
| 6M | +25.2% | +21.6% | +3.6% | +7.0% |
| YTD | +3.8% | +14.6% | -10.9% | -8.5% |
| 1Y | +36.3% | +0.4% | +36.0% | +33.0% |
| 3Y | +116.3% | +45.0% | +71.4% | +50.9% |
| 5Y | +28.2% | +41.3% | -13.1% | -10.6% |
| All | +28.2% | +40.6% | -12.5% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling