+94.8%
NWSA vs URA
+39.1%
+55.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -12.2% | +2.9% | -15.1% | -12.7% |
| 30D | -8.7% | -10.8% | +2.1% | -6.3% |
| 3M | -6.0% | -25.5% | +19.6% | +0.2% |
| 6M | -0.3% | -41.2% | +40.9% | +11.5% |
| YTD | +3.5% | -21.3% | +24.8% | +5.0% |
| 1Y | +0.8% | -25.7% | +26.5% | +3.4% |
| 3Y | +31.1% | +43.1% | -11.9% | +5.5% |
| 5Y | +18.8% | +35.6% | -16.8% | -6.6% |
| 10Y | +147.9% | +281.3% | -133.4% | +23.1% |
| All | +94.8% | +39.1% | +55.7% | +8.5% |
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