+43.8%
NWSA vs WSM
+230.1%
-186.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +3.0% | -7.7% | +10.7% | +4.5% |
| 3M | +12.3% | +3.8% | +8.5% | +11.4% |
| 6M | +21.9% | +22.7% | -0.8% | +16.8% |
| YTD | +13.6% | +28.0% | -14.4% | +7.5% |
| 1Y | +0.5% | +12.7% | -12.2% | -2.7% |
| 3Y | +43.8% | +231.3% | -187.5% | +9.2% |
| All | +43.8% | +230.1% | -186.3% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling