+327.1%
NET vs NWSA
+47.8%
+279.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.8% |
| 7D | -7.0% | -1.9% | -5.1% | -5.8% |
| 30D | -4.8% | +4.6% | -9.4% | -7.8% |
| 3M | +3.8% | +13.2% | -9.4% | -5.4% |
| 6M | +50.0% | +27.0% | +23.1% | +25.1% |
| YTD | +41.5% | +16.8% | +24.6% | +25.2% |
| 1Y | +32.8% | +4.5% | +28.3% | +28.1% |
| All | +327.1% | +47.8% | +279.2% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling