+94.8%
NWSA vs RRC
-29.3%
+124.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -12.2% | -0.5% | -11.7% | -12.1% |
| 30D | -8.7% | +25.2% | -33.9% | -12.0% |
| 3M | -6.0% | +27.8% | -33.8% | -9.8% |
| 6M | -0.3% | +27.2% | -27.6% | -4.5% |
| YTD | +3.5% | +48.2% | -44.7% | -3.5% |
| 1Y | +0.8% | +34.7% | -33.9% | -4.8% |
| 3Y | +31.1% | +62.2% | -31.1% | +18.6% |
| 5Y | +18.8% | +130.9% | -112.1% | -1.7% |
| 10Y | +147.9% | +73.4% | +74.4% | +76.5% |
| All | +94.8% | -29.3% | +124.1% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling