+119.9%
NWSA vs COO
+129.1%
-9.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.1% |
| 30D | +4.6% | -7.0% | +11.6% | +7.3% |
| 3M | +13.2% | +12.2% | +1.0% | +8.1% |
| 6M | +27.0% | -15.1% | +42.1% | +34.1% |
| YTD | +16.8% | -15.1% | +31.9% | +23.2% |
| 1Y | +4.5% | +2.3% | +2.2% | +2.3% |
| 3Y | +46.2% | -23.7% | +69.9% | +54.2% |
| 5Y | +40.9% | -38.9% | +79.8% | +59.6% |
| 10Y | +145.1% | +49.9% | +95.2% | +100.6% |
| All | +119.9% | +129.1% | -9.2% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling