+1,449.6%
NET vs NWSA
+123.6%
+1,326.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.0% |
| 7D | -7.0% | -1.9% | -5.1% | -6.0% |
| 30D | -4.8% | +4.6% | -9.4% | -7.3% |
| 3M | +3.8% | +13.2% | -9.4% | -3.8% |
| 6M | +50.0% | +27.0% | +23.1% | +30.1% |
| YTD | +41.5% | +16.8% | +24.6% | +28.0% |
| 1Y | +32.8% | +4.5% | +28.3% | +27.5% |
| 3Y | +335.9% | +46.2% | +289.7% | +249.3% |
| 5Y | +113.8% | +40.9% | +72.9% | +69.5% |
| All | +1,449.6% | +123.6% | +1,326.0% | +1,101.5% |
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