+40.9%
NWSA vs TW
+19.6%
+21.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.8% | -2.7% | -2.0% | -4.0% |
| 30D | +3.0% | -1.7% | +4.7% | +3.4% |
| 3M | +9.3% | +1.6% | +7.7% | +8.5% |
| 6M | +23.2% | -17.7% | +40.9% | +29.5% |
| YTD | +13.3% | -4.3% | +17.7% | +13.5% |
| 1Y | +2.9% | -13.1% | +16.0% | +6.1% |
| 3Y | +43.3% | +20.3% | +23.0% | +28.0% |
| 5Y | +40.9% | +22.0% | +18.9% | +22.3% |
| All | +40.9% | +19.6% | +21.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling