+1.1%
NWSA vs ADVB
-68.6%
+69.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.6% | -0.3% |
| 7D | -9.4% | -13.9% | +4.5% | -9.5% |
| 30D | -7.8% | -68.1% | +60.4% | -9.0% |
| 3M | -10.8% | -73.4% | +62.6% | -12.0% |
| 6M | +1.1% | -70.8% | +71.9% | +0.9% |
| All | +1.1% | -68.6% | +69.7% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling