+141.7%
NWSA vs RACE
+717.8%
-576.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.1% |
| 7D | -0.8% | -4.0% | +3.2% | +0.8% |
| 30D | -11.3% | +3.5% | -14.9% | -12.4% |
| 3M | -8.1% | -0.4% | -7.6% | -8.0% |
| 6M | -0.7% | +23.2% | -23.8% | -9.3% |
| YTD | +1.3% | +11.0% | -9.7% | -4.4% |
| 1Y | -1.3% | -2.2% | +0.9% | -1.9% |
| 3Y | +28.4% | +22.5% | +5.9% | +9.5% |
| 5Y | +15.3% | +63.2% | -47.9% | -16.2% |
| All | +141.7% | +717.8% | -576.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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