+150.0%
NWSA vs COO
+36.7%
+113.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +2.0% |
| 7D | -3.1% | -9.0% | +5.9% | +0.3% |
| 30D | +4.3% | -16.8% | +21.1% | +11.6% |
| 3M | +9.2% | -7.5% | +16.7% | +12.1% |
| 6M | +21.6% | -16.3% | +37.8% | +29.1% |
| YTD | +14.2% | -22.5% | +36.8% | +24.7% |
| 1Y | +1.8% | -7.0% | +8.7% | +3.1% |
| 3Y | +44.4% | -27.5% | +71.9% | +54.8% |
| 5Y | +41.0% | -43.3% | +84.3% | +64.7% |
| 10Y | +150.0% | +37.6% | +112.5% | +130.3% |
| All | +150.0% | +36.7% | +113.3% | +130.3% |
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