+605.8%
MSCI vs NWSA
+143.8%
+462.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.0% |
| 7D | -2.1% | -2.6% | +0.6% | -0.9% |
| 30D | -1.7% | +4.6% | -6.3% | -3.6% |
| 3M | -8.2% | +10.2% | -18.4% | -12.0% |
| 6M | -2.4% | +21.6% | -24.1% | -10.4% |
| YTD | -2.8% | +14.6% | -17.5% | -8.7% |
| 1Y | -2.7% | +0.4% | -3.0% | -3.4% |
| 3Y | +7.3% | +45.0% | -37.7% | -10.0% |
| 5Y | -11.4% | +41.3% | -52.7% | -26.6% |
| 10Y | +605.8% | +142.8% | +463.0% | +326.6% |
| All | +605.8% | +143.8% | +462.0% | +326.6% |
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 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