+20.1%
NWSA vs RACE
+64.4%
-44.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | -8.8% | +6.1% | -14.9% | -10.5% |
| 3M | -6.5% | -0.3% | -6.2% | -6.5% |
| 6M | +1.5% | +23.4% | -21.9% | -6.4% |
| YTD | +4.0% | +12.5% | -8.5% | -1.6% |
| 1Y | +3.4% | -0.5% | +3.9% | +2.5% |
| 3Y | +34.8% | +23.6% | +11.2% | +12.7% |
| All | +20.1% | +64.4% | -44.3% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling