+142.2%
NWSA vs RACE
+647.6%
-505.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | -1.9% | -2.5% | +0.6% | -0.9% |
| 30D | +4.6% | +0.8% | +3.8% | +4.1% |
| 3M | +13.2% | +17.2% | -3.9% | +6.0% |
| 6M | +27.0% | +13.6% | +13.4% | +19.6% |
| YTD | +16.8% | +12.2% | +4.6% | +10.0% |
| 1Y | +4.5% | -16.3% | +20.8% | +9.6% |
| 3Y | +46.2% | +36.4% | +9.8% | +20.1% |
| 5Y | +40.9% | +95.0% | -54.0% | -2.5% |
| 10Y | +145.1% | +813.2% | -668.1% | -0.6% |
| All | +142.2% | +647.6% | -505.4% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling