+1,187.3%
NOW vs NWSA
+99.8%
+1,087.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | -8.7% | -9.7% | +0.9% | -4.4% |
| 30D | -29.3% | -8.6% | -20.7% | -26.4% |
| 3M | -21.8% | -6.3% | -15.6% | -19.6% |
| 6M | +9.2% | -1.2% | +10.4% | +9.3% |
| YTD | -35.0% | +2.6% | -37.6% | -36.0% |
| 1Y | -42.5% | 0.0% | -42.5% | -42.7% |
| 3Y | -21.5% | +30.1% | -51.6% | -31.5% |
| 5Y | -25.8% | +18.3% | -44.1% | -33.4% |
| 10Y | +506.3% | +149.3% | +357.0% | +249.0% |
| All | +1,187.3% | +99.8% | +1,087.5% | +735.2% |
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