+779.7%
MSCI vs NWSA
+159.6%
+620.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | +1.5% | -10.5% | +12.0% | +6.0% |
| 30D | +14.4% | -8.8% | +23.1% | +18.6% |
| 3M | +15.2% | -6.5% | +21.7% | +18.0% |
| 6M | +11.2% | -1.3% | +12.6% | +11.2% |
| YTD | +13.9% | +2.5% | +11.4% | +11.7% |
| 1Y | +12.5% | +0.2% | +12.3% | +11.3% |
| 3Y | +32.3% | +27.6% | +4.7% | +16.6% |
| 5Y | +4.9% | +17.0% | -12.1% | -6.6% |
| 10Y | +779.7% | +148.3% | +631.4% | +449.9% |
| All | +779.7% | +159.6% | +620.1% | +449.9% |
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