+137.2%
NWSA vs DAR
+366.1%
-228.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +3.0% | +2.6% | +0.4% | +2.1% |
| 3M | +12.3% | +14.2% | -1.9% | +7.8% |
| 6M | +21.9% | +17.2% | +4.7% | +15.7% |
| YTD | +13.6% | +80.9% | -67.3% | -4.5% |
| 1Y | +0.5% | +104.0% | -103.5% | -18.9% |
| 3Y | +43.8% | +3.6% | +40.1% | +36.1% |
| 5Y | +41.2% | -7.8% | +49.0% | +33.8% |
| All | +137.2% | +366.1% | -228.9% | +21.5% |
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