+24.6%
NWSA vs RACE
+28.1%
-3.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -9.4% | +5.1% | -14.5% | -10.2% |
| 30D | -7.8% | +7.7% | -15.5% | -9.0% |
| 3M | -10.8% | +2.2% | -12.9% | -11.2% |
| 6M | +1.1% | +23.8% | -22.7% | -3.6% |
| YTD | +1.8% | +13.9% | -12.1% | -1.8% |
| 1Y | +6.0% | +3.8% | +2.2% | +4.4% |
| 3Y | +24.6% | +28.0% | -3.5% | +14.4% |
| All | +24.6% | +28.1% | -3.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling