+91.6%
NWSA vs URA
+33.7%
+57.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.4% |
| 7D | -9.4% | -4.1% | -5.3% | -8.4% |
| 30D | -7.8% | -19.0% | +11.2% | -3.2% |
| 3M | -10.8% | -25.1% | +14.4% | -5.0% |
| 6M | +1.1% | -44.5% | +45.6% | +14.7% |
| YTD | +1.8% | -24.3% | +26.1% | +4.3% |
| 1Y | +6.0% | -28.1% | +34.1% | +9.7% |
| 3Y | +24.6% | +40.7% | -16.1% | +0.5% |
| 5Y | +13.1% | +35.5% | -22.3% | -11.4% |
| 10Y | +148.5% | +281.2% | -132.6% | +23.2% |
| All | +91.6% | +33.7% | +57.9% | +7.8% |
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 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