-19.9%
NOW vs NWSA
+32.6%
-52.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | -0.1% |
| 7D | +0.3% | +2.2% | -1.9% | -1.1% |
| 30D | -27.0% | -8.8% | -18.2% | -23.1% |
| 3M | -19.6% | -6.5% | -13.2% | -16.8% |
| 6M | +17.5% | +1.5% | +16.0% | +14.8% |
| YTD | -33.3% | +4.0% | -37.3% | -35.7% |
| 1Y | -39.8% | +3.4% | -43.3% | -41.9% |
| 3Y | -19.9% | +34.8% | -54.8% | -24.7% |
| All | -19.9% | +32.6% | -52.5% | -24.7% |
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 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