+1,833.4%
MSCI vs NWSA
+127.4%
+1,706.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +0.4% | -1.9% | +2.3% | +1.2% |
| 30D | +0.6% | +4.6% | -4.0% | -1.4% |
| 3M | -7.1% | +13.2% | -20.3% | -11.8% |
| 6M | +0.8% | +27.0% | -26.2% | -8.7% |
| YTD | +1.0% | +16.8% | -15.8% | -5.6% |
| 1Y | +4.3% | +4.5% | -0.2% | +1.8% |
| 3Y | +9.9% | +46.2% | -36.3% | -7.4% |
| 5Y | -6.8% | +40.9% | -47.7% | -21.9% |
| 10Y | +614.7% | +145.1% | +469.5% | +342.5% |
| All | +1,833.4% | +127.4% | +1,706.0% | +1,126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling