+1,140.8%
NDAQ vs NWSA
+101.5%
+1,039.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | 0.0% | -12.2% | +12.2% | +4.1% |
| 30D | +16.3% | -8.7% | +25.0% | +19.5% |
| 3M | +15.8% | -6.0% | +21.8% | +17.7% |
| 6M | +24.8% | -0.3% | +25.2% | +24.2% |
| YTD | +14.1% | +3.5% | +10.6% | +12.0% |
| 1Y | +26.5% | +0.8% | +25.8% | +25.2% |
| 3Y | +119.1% | +31.1% | +88.0% | +97.8% |
| 5Y | +70.9% | +18.8% | +52.2% | +55.4% |
| 10Y | +479.7% | +147.9% | +331.8% | +289.0% |
| All | +1,140.8% | +101.5% | +1,039.3% | +775.6% |
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