+174.9%
NVS vs NWSA
+149.4%
+25.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.3% | -2.8% | -11.5% | -13.8% |
| 30D | -10.0% | +3.0% | -13.0% | -10.4% |
| 3M | -10.9% | +12.3% | -23.2% | -12.9% |
| 6M | -12.0% | +21.9% | -33.8% | -15.4% |
| YTD | +2.5% | +13.6% | -11.0% | -0.4% |
| 1Y | +10.7% | +0.5% | +10.2% | +9.9% |
| 3Y | +53.3% | +43.8% | +9.5% | +40.2% |
| 5Y | +93.6% | +41.2% | +52.4% | +74.2% |
| All | +174.9% | +149.4% | +25.5% | +107.5% |
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 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