+149.3%
NWSA vs ARWR
+1,055.7%
-906.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -9.7% | -17.7% | +8.0% | -8.2% |
| 30D | -8.6% | -21.9% | +13.3% | -6.7% |
| 3M | -6.3% | -44.5% | +38.2% | -1.6% |
| 6M | -1.2% | -32.6% | +31.4% | +1.5% |
| YTD | +2.6% | -26.2% | +28.8% | +4.2% |
| 1Y | 0.0% | +23.0% | -22.9% | -3.5% |
| 3Y | +30.1% | +81.8% | -51.7% | +16.0% |
| 5Y | +18.3% | -36.0% | +54.3% | +11.4% |
| 10Y | +149.3% | +1,039.5% | -890.2% | +103.6% |
| All | +149.3% | +1,055.7% | -906.3% | +103.6% |
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