+148.1%
NWSA vs URA
+266.3%
-118.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.0% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | -8.8% | -10.4% | +1.6% | -6.6% |
| 3M | -6.5% | -29.6% | +23.1% | +0.6% |
| 6M | +1.5% | -40.3% | +41.8% | +12.5% |
| YTD | +4.0% | -25.5% | +29.5% | +6.6% |
| 1Y | +3.4% | -26.4% | +29.9% | +5.9% |
| 3Y | +34.8% | +31.4% | +3.4% | +10.7% |
| 5Y | +18.4% | +28.6% | -10.2% | -6.1% |
| All | +148.1% | +266.3% | -118.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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