+138.5%
NWSA vs ARWR
+1,078.7%
-940.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.8% |
| 30D | +4.3% | -6.5% | +10.7% | +4.8% |
| 3M | +9.2% | +12.7% | -3.5% | +7.7% |
| 6M | +21.6% | +36.2% | -14.6% | +17.6% |
| YTD | +14.2% | +24.5% | -10.2% | +11.2% |
| 1Y | +1.8% | +198.0% | -196.2% | -8.9% |
| 3Y | +44.4% | +176.4% | -131.9% | +25.0% |
| 5Y | +41.0% | +26.6% | +14.4% | +26.2% |
| All | +138.5% | +1,078.7% | -940.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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