+136.7%
NWSA vs RVTY
+139.0%
-2.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | 0.0% |
| 7D | -4.8% | -7.4% | +2.7% | -2.3% |
| 30D | +3.0% | +4.5% | -1.5% | +1.3% |
| 3M | +9.3% | +19.5% | -10.2% | +2.4% |
| 6M | +23.2% | +34.1% | -10.9% | +9.8% |
| YTD | +13.3% | +25.3% | -11.9% | +3.1% |
| 1Y | +2.9% | +47.0% | -44.1% | -12.2% |
| 3Y | +43.3% | +14.1% | +29.2% | +28.9% |
| 5Y | +40.9% | -34.6% | +75.4% | +54.3% |
| All | +136.7% | +139.0% | -2.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling