+35.8%
MSCI vs NWSA
+32.6%
+3.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.3% | +0.1% |
| 7D | +3.0% | +2.2% | +0.8% | +2.0% |
| 30D | +17.8% | -8.8% | +26.6% | +22.2% |
| 3M | +15.2% | -6.5% | +21.7% | +17.9% |
| 6M | +16.5% | +1.5% | +15.0% | +14.7% |
| YTD | +16.4% | +4.0% | +12.3% | +13.5% |
| 1Y | +16.8% | +3.4% | +13.4% | +14.2% |
| 3Y | +35.8% | +34.8% | +0.9% | +18.0% |
| All | +35.8% | +32.6% | +3.2% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling