+119.9%
NWSA vs URA
+90.5%
+29.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -1.9% | +1.1% | -2.9% | -2.2% |
| 30D | +4.6% | +7.4% | -2.8% | +2.5% |
| 3M | +13.2% | -8.4% | +21.6% | +14.5% |
| 6M | +27.0% | -12.7% | +39.7% | +28.9% |
| YTD | +16.8% | +7.8% | +9.0% | +10.5% |
| 1Y | +4.5% | +19.5% | -14.9% | -5.4% |
| 3Y | +46.2% | +116.4% | -70.2% | +5.8% |
| 5Y | +40.9% | +134.3% | -93.4% | -6.0% |
| 10Y | +145.1% | +359.3% | -214.1% | +18.0% |
| All | +119.9% | +90.5% | +29.5% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling