+90.2%
NTR vs NWSA
+99.1%
-8.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.3% | -2.8% | +1.5% | -0.3% |
| 30D | +16.8% | +3.0% | +13.7% | +15.5% |
| 3M | +20.7% | +12.3% | +8.4% | +15.2% |
| 6M | +0.5% | +21.9% | -21.3% | -7.6% |
| YTD | +29.2% | +13.6% | +15.6% | +21.5% |
| 1Y | +39.6% | +0.5% | +39.1% | +37.4% |
| 3Y | +37.9% | +43.8% | -5.9% | +15.3% |
| 5Y | +47.1% | +41.2% | +5.9% | +19.3% |
| All | +90.2% | +99.1% | -8.9% | +16.9% |
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