+488.5%
NDAQ vs NWSA
+148.1%
+340.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.1% |
| 7D | +1.3% | +2.2% | -0.9% | +0.5% |
| 30D | +18.0% | -8.8% | +26.7% | +21.5% |
| 3M | +11.5% | -6.5% | +18.0% | +13.7% |
| 6M | +21.1% | +1.5% | +19.6% | +19.6% |
| YTD | +12.8% | +4.0% | +8.8% | +10.3% |
| 1Y | +25.7% | +3.4% | +22.3% | +23.1% |
| 3Y | +116.8% | +34.8% | +82.0% | +92.0% |
| 5Y | +67.3% | +18.4% | +48.9% | +50.8% |
| All | +488.5% | +148.1% | +340.3% | +280.9% |
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