-4.6%
NWSA vs ADVB
-97.4%
+92.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | +0.7% |
| 7D | -10.5% | -1.2% | -9.3% | -10.5% |
| 30D | -8.8% | -61.4% | +52.6% | -9.1% |
| 3M | -6.5% | -67.8% | +61.3% | -6.8% |
| 6M | -1.3% | -66.9% | +65.5% | -1.5% |
| YTD | +2.5% | -64.9% | +67.4% | +1.8% |
| 1Y | +0.2% | -74.8% | +74.9% | -0.1% |
| All | -4.6% | -97.4% | +92.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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