+137.2%
NWSA vs WSM
+1,071.8%
-934.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +3.0% | -7.7% | +10.7% | +5.2% |
| 3M | +12.3% | +3.8% | +8.5% | +10.9% |
| 6M | +21.9% | +22.7% | -0.8% | +14.5% |
| YTD | +13.6% | +28.0% | -14.4% | +5.0% |
| 1Y | +0.5% | +12.7% | -12.2% | -4.1% |
| 3Y | +43.8% | +231.3% | -187.5% | -4.9% |
| 5Y | +41.2% | +177.2% | -136.0% | -5.7% |
| All | +137.2% | +1,071.8% | -934.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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