+91.6%
NWSA vs SUI
+273.5%
-181.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.2% |
| 7D | -9.4% | +6.2% | -15.6% | -11.4% |
| 30D | -7.8% | +8.6% | -16.3% | -10.5% |
| 3M | -10.8% | +1.0% | -11.7% | -11.2% |
| 6M | +1.1% | -2.6% | +3.7% | +1.8% |
| YTD | +1.8% | -0.1% | +1.9% | +1.3% |
| 1Y | +6.0% | +0.5% | +5.5% | +5.3% |
| 3Y | +24.6% | +15.3% | +9.3% | +15.6% |
| 5Y | +13.1% | -26.1% | +39.3% | +22.0% |
| 10Y | +148.5% | +117.8% | +30.7% | +90.4% |
| All | +91.6% | +273.5% | -181.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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