+94.8%
NWSA vs DAR
+176.3%
-81.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.2% | -0.4% |
| 7D | -12.2% | +3.6% | -15.8% | -12.9% |
| 30D | -8.7% | -11.3% | +2.6% | -6.1% |
| 3M | -6.0% | -13.1% | +7.1% | -3.1% |
| 6M | -0.3% | -15.1% | +14.8% | +2.8% |
| YTD | +3.5% | +50.5% | -47.0% | -8.7% |
| 1Y | +0.8% | +57.9% | -57.2% | -12.4% |
| 3Y | +31.1% | +28.9% | +2.2% | +14.5% |
| 5Y | +18.8% | -31.4% | +50.2% | +21.6% |
| 10Y | +147.9% | +301.0% | -153.2% | +40.6% |
| All | +94.8% | +176.3% | -81.5% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling