+148.3%
NWSA vs RACE
+738.3%
-589.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -10.5% | +3.9% | -14.4% | -11.7% |
| 30D | -8.8% | +7.4% | -16.2% | -11.2% |
| 3M | -6.5% | +1.6% | -8.1% | -7.3% |
| 6M | -1.3% | +23.3% | -24.7% | -10.0% |
| YTD | +2.5% | +14.7% | -12.2% | -4.5% |
| 1Y | +0.2% | +2.5% | -2.3% | -2.4% |
| 3Y | +27.6% | +28.0% | -0.4% | +6.8% |
| 5Y | +17.0% | +69.8% | -52.8% | -16.3% |
| 10Y | +148.3% | +734.9% | -586.5% | +16.9% |
| All | +148.3% | +738.3% | -589.9% | +16.9% |
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