+40.9%
NWSA vs WSM
+171.2%
-130.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | +3.0% | -10.7% | +13.7% | +5.9% |
| 3M | +9.3% | +8.5% | +0.8% | +6.7% |
| 6M | +23.2% | +19.6% | +3.6% | +16.8% |
| YTD | +13.3% | +26.6% | -13.3% | +5.3% |
| 1Y | +2.9% | +12.0% | -9.1% | -1.4% |
| 3Y | +43.3% | +226.6% | -183.3% | -7.2% |
| 5Y | +40.9% | +174.1% | -133.3% | -9.1% |
| All | +40.9% | +171.2% | -130.3% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling