+1,381.0%
NET vs NWSA
+125.6%
+1,255.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -4.6% |
| 7D | -16.4% | +4.3% | -20.6% | -18.4% |
| 30D | -25.8% | +5.6% | -31.4% | -28.2% |
| 3M | -11.5% | +7.3% | -18.8% | -15.4% |
| 6M | +18.9% | +18.8% | +0.1% | +6.7% |
| YTD | +35.2% | +17.9% | +17.3% | +21.3% |
| 1Y | +14.5% | +19.3% | -4.9% | +1.8% |
| 3Y | +313.8% | +42.5% | +271.3% | +233.8% |
| 5Y | +32.6% | +36.0% | -3.5% | +4.6% |
| All | +1,381.0% | +125.6% | +1,255.4% | +1,038.7% |
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