+41.3%
NWSA vs URA
+131.0%
-89.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.4% |
| 7D | -2.6% | +8.1% | -10.7% | -3.8% |
| 30D | +4.6% | +5.8% | -1.2% | +3.5% |
| 3M | +10.2% | +3.4% | +6.8% | +9.1% |
| 6M | +21.6% | -2.6% | +24.3% | +20.8% |
| YTD | +14.6% | +11.2% | +3.5% | +9.7% |
| 1Y | +0.4% | +19.8% | -19.5% | -6.5% |
| 3Y | +45.0% | +121.5% | -76.5% | +12.5% |
| 5Y | +41.3% | +134.5% | -93.2% | +5.1% |
| All | +41.3% | +131.0% | -89.7% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling