+239.7%
NVS vs NWSA
+122.3%
+117.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -15.4% | -3.1% | -12.3% | -14.8% |
| 30D | -12.3% | +4.3% | -16.6% | -13.0% |
| 3M | -7.8% | +9.2% | -17.0% | -9.5% |
| 6M | -13.0% | +21.6% | -34.5% | -16.5% |
| YTD | +2.8% | +14.2% | -11.5% | -0.4% |
| 1Y | +10.6% | +1.8% | +8.9% | +9.5% |
| 3Y | +55.1% | +44.4% | +10.6% | +41.2% |
| 5Y | +91.7% | +41.0% | +50.7% | +71.9% |
| 10Y | +181.2% | +150.0% | +31.2% | +108.0% |
| All | +239.7% | +122.3% | +117.4% | +157.2% |
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