+137.2%
NWSA vs SBAC
+87.1%
+50.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -2.8% | -2.1% | -0.7% | -2.3% |
| 30D | +3.0% | +2.0% | +1.0% | +2.5% |
| 3M | +12.3% | -8.3% | +20.6% | +14.5% |
| 6M | +21.9% | +0.3% | +21.5% | +20.5% |
| YTD | +13.6% | -2.2% | +15.8% | +12.7% |
| 1Y | +0.5% | -4.6% | +5.1% | +0.4% |
| 3Y | +43.8% | -8.3% | +52.0% | +42.1% |
| 5Y | +41.2% | -42.8% | +84.0% | +58.1% |
| All | +137.2% | +87.1% | +50.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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