-20.3%
M vs NWSA
+127.4%
-147.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.7% |
| 7D | +4.7% | -1.9% | +6.6% | +5.9% |
| 30D | -9.6% | +4.6% | -14.2% | -12.5% |
| 3M | +0.9% | +13.2% | -12.4% | -7.9% |
| 6M | +22.3% | +27.0% | -4.7% | +2.9% |
| YTD | +6.5% | +16.8% | -10.3% | -6.4% |
| 1Y | +38.8% | +4.5% | +34.3% | +30.9% |
| 3Y | +115.9% | +46.2% | +69.7% | +60.7% |
| 5Y | +28.6% | +40.9% | -12.3% | -2.5% |
| 10Y | -2.5% | +145.1% | -147.7% | -48.6% |
| All | -20.3% | +127.4% | -147.7% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling