+63.3%
MSFT vs NWSA
+18.7%
+44.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -6.2% | -12.2% | +6.0% | -1.8% |
| 30D | -3.7% | -8.7% | +5.0% | -0.7% |
| 3M | +3.6% | -6.0% | +9.6% | +5.5% |
| 6M | +26.8% | -0.3% | +27.1% | +25.6% |
| YTD | +8.4% | +3.5% | +4.9% | +5.4% |
| 1Y | +3.3% | +0.8% | +2.5% | +1.4% |
| 3Y | +44.3% | +31.1% | +13.1% | +24.1% |
| 5Y | +63.3% | +18.8% | +44.6% | +40.3% |
| All | +63.3% | +18.7% | +44.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling