+4.6%
MKTX vs NWSA
+149.4%
-144.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.2% | -2.8% | +2.6% | +0.5% |
| 30D | +0.7% | +3.0% | -2.3% | 0.0% |
| 3M | +40.8% | +12.3% | +28.5% | +36.2% |
| 6M | -8.0% | +21.9% | -29.9% | -13.0% |
| YTD | -8.7% | +13.6% | -22.3% | -12.2% |
| 1Y | -11.8% | +0.5% | -12.3% | -12.7% |
| 3Y | -24.0% | +43.8% | -67.8% | -32.5% |
| 5Y | -60.3% | +41.2% | -101.5% | -65.3% |
| All | +4.6% | +149.4% | -144.8% | -27.5% |
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