-2.7%
MSCI vs NWSA
+2.1%
-4.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -2.9% |
| 7D | -2.1% | -2.6% | +0.6% | -0.8% |
| 30D | -1.7% | +4.6% | -6.3% | -3.8% |
| 3M | -8.2% | +10.2% | -18.4% | -12.4% |
| 6M | -2.4% | +21.6% | -24.1% | -10.3% |
| YTD | -2.8% | +14.6% | -17.5% | -7.2% |
| 1Y | -2.7% | +0.4% | -3.0% | -1.1% |
| All | -2.7% | +2.1% | -4.8% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling