+40.5%
NWSA vs DAR
-8.0%
+48.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +3.9% | +7.4% | -3.5% | +2.3% |
| 3M | +8.9% | +15.7% | -6.8% | +5.3% |
| 6M | +21.2% | +30.0% | -8.9% | +13.9% |
| YTD | +13.8% | +87.5% | -73.7% | -1.3% |
| 1Y | +1.4% | +113.4% | -112.0% | -15.1% |
| 3Y | +44.0% | +15.3% | +28.7% | +37.3% |
| 5Y | +40.5% | -4.3% | +44.8% | +38.4% |
| All | +40.5% | -8.0% | +48.5% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling