+141.7%
NWSA vs DAR
+307.1%
-165.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 7D | -0.8% | +9.2% | -10.0% | -3.0% |
| 30D | -11.3% | -12.3% | +0.9% | -8.5% |
| 3M | -8.1% | -12.7% | +4.7% | -5.4% |
| 6M | -0.7% | -12.8% | +12.1% | +1.8% |
| YTD | +1.3% | +53.8% | -52.4% | -11.4% |
| 1Y | -1.3% | +60.3% | -61.6% | -14.9% |
| 3Y | +28.4% | +31.7% | -3.3% | +11.0% |
| 5Y | +15.3% | -27.7% | +43.0% | +17.1% |
| All | +141.7% | +307.1% | -165.4% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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