+34.8%
NWSA vs RACE
+24.7%
+10.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | -8.8% | +6.1% | -14.9% | -9.7% |
| 3M | -6.5% | -0.3% | -6.2% | -6.4% |
| 6M | +1.5% | +23.4% | -21.9% | -3.2% |
| YTD | +4.0% | +12.5% | -8.5% | +0.6% |
| 1Y | +3.4% | -0.5% | +3.9% | +2.7% |
| 3Y | +34.8% | +23.6% | +11.2% | +25.0% |
| All | +34.8% | +24.7% | +10.1% | +25.0% |
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