+41.3%
NWSA vs COO
-39.5%
+80.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -0.9% |
| 7D | -2.6% | -2.3% | -0.3% | -1.8% |
| 30D | +4.6% | -8.8% | +13.4% | +7.9% |
| 3M | +10.2% | +1.3% | +8.9% | +9.4% |
| 6M | +21.6% | -11.6% | +33.2% | +26.4% |
| YTD | +14.6% | -17.4% | +32.1% | +21.9% |
| 1Y | +0.4% | -1.6% | +2.0% | -0.3% |
| 3Y | +45.0% | -22.6% | +67.6% | +50.1% |
| 5Y | +41.3% | -40.3% | +81.6% | +67.8% |
| All | +41.3% | -39.5% | +80.8% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling