+148.1%
NWSA vs COO
+41.1%
+107.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | -8.8% | +14.2% | -22.9% | -13.1% |
| 3M | -6.5% | -18.2% | +11.7% | +0.1% |
| 6M | +1.5% | +5.3% | -3.8% | -1.8% |
| YTD | +4.0% | -23.6% | +27.6% | +13.5% |
| 1Y | +3.4% | -12.7% | +16.1% | +6.9% |
| 3Y | +34.8% | -24.2% | +59.0% | +40.8% |
| 5Y | +18.4% | -40.0% | +58.3% | +34.6% |
| All | +148.1% | +41.1% | +107.1% | +125.4% |
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