+92.9%
NWSA vs COO
+110.5%
-17.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.2% |
| 7D | -10.5% | +4.3% | -14.8% | -11.8% |
| 30D | -8.8% | +17.6% | -26.3% | -13.9% |
| 3M | -6.5% | -13.9% | +7.4% | -2.0% |
| 6M | -1.3% | +6.6% | -7.9% | -4.8% |
| YTD | +2.5% | -22.0% | +24.5% | +10.7% |
| 1Y | +0.2% | -8.8% | +9.0% | +1.8% |
| 3Y | +27.6% | -21.5% | +49.1% | +31.6% |
| 5Y | +17.0% | -41.0% | +58.0% | +33.2% |
| 10Y | +148.3% | +40.9% | +107.5% | +106.9% |
| All | +92.9% | +110.5% | -17.5% | +42.6% |
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