+140.2%
NI vs NWSA
+149.4%
-9.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.7% |
| 30D | -1.4% | +3.0% | -4.4% | -2.1% |
| 3M | -10.6% | +12.3% | -22.9% | -13.1% |
| 6M | -9.3% | +21.9% | -31.2% | -13.7% |
| YTD | +1.1% | +13.6% | -12.4% | -2.4% |
| 1Y | +3.4% | +0.5% | +2.9% | +2.5% |
| 3Y | +67.9% | +43.8% | +24.1% | +51.4% |
| 5Y | +98.0% | +41.2% | +56.8% | +74.8% |
| All | +140.2% | +149.4% | -9.2% | +71.1% |
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