+147.9%
NWSA vs COO
+40.2%
+107.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -12.2% | -2.3% | -9.9% | -11.4% |
| 30D | -8.7% | +13.3% | -22.0% | -12.8% |
| 3M | -6.0% | -18.1% | +12.1% | +0.6% |
| 6M | -0.3% | +6.7% | -7.0% | -4.0% |
| YTD | +3.5% | -23.2% | +26.7% | +12.7% |
| 1Y | +0.8% | -12.3% | +13.0% | +4.0% |
| 3Y | +31.1% | -23.6% | +54.7% | +36.4% |
| 5Y | +18.8% | -38.7% | +57.5% | +33.8% |
| 10Y | +147.9% | +42.2% | +105.7% | +124.8% |
| All | +147.9% | +40.2% | +107.7% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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