+150.0%
NWSA vs URA
+369.2%
-219.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -3.1% | +5.7% | -8.8% | -4.3% |
| 30D | +4.3% | +5.6% | -1.3% | +2.8% |
| 3M | +9.2% | +6.2% | +3.0% | +6.8% |
| 6M | +21.6% | -8.2% | +29.8% | +21.9% |
| YTD | +14.2% | +9.7% | +4.6% | +7.7% |
| 1Y | +1.8% | +17.0% | -15.2% | -7.0% |
| 3Y | +44.4% | +118.5% | -74.0% | +4.6% |
| 5Y | +41.0% | +134.3% | -93.4% | -5.8% |
| 10Y | +150.0% | +377.5% | -227.4% | +20.8% |
| All | +150.0% | +369.2% | -219.2% | +20.8% |
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