+322.4%
NET vs NWSA
+43.2%
+279.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -4.7% |
| 7D | -16.4% | +4.3% | -20.6% | -18.4% |
| 30D | -25.8% | +5.6% | -31.4% | -28.4% |
| 3M | -11.5% | +7.3% | -18.8% | -15.7% |
| 6M | +18.9% | +18.8% | +0.1% | +5.3% |
| YTD | +35.2% | +17.9% | +17.3% | +20.2% |
| 1Y | +14.5% | +19.3% | -4.9% | +0.6% |
| All | +322.4% | +43.2% | +279.2% | +208.3% |
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 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