+136.7%
NWSA vs RRC
+6.5%
+130.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.8% | -1.2% | -3.6% | -4.6% |
| 30D | +3.0% | +3.0% | 0.0% | +2.5% |
| 3M | +9.3% | +7.3% | +2.0% | +7.9% |
| 6M | +23.2% | +3.6% | +19.6% | +22.0% |
| YTD | +13.3% | +19.4% | -6.0% | +9.5% |
| 1Y | +2.9% | +21.4% | -18.5% | -1.2% |
| 3Y | +43.3% | +32.8% | +10.6% | +33.6% |
| 5Y | +40.9% | +152.0% | -111.1% | +14.1% |
| All | +136.7% | +6.5% | +130.2% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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