+16.1%
NXPI vs NWSA
+40.1%
-24.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -2.3% | -3.1% | +0.8% | -0.4% |
| 30D | -4.3% | +4.3% | -8.6% | -6.9% |
| 3M | -24.7% | +9.2% | -33.9% | -29.9% |
| 6M | +9.7% | +21.6% | -11.8% | -5.9% |
| YTD | +3.8% | +14.2% | -10.4% | -7.6% |
| 1Y | +1.6% | +1.8% | -0.1% | -2.0% |
| 3Y | +16.0% | +44.4% | -28.4% | -12.1% |
| 5Y | +16.1% | +41.0% | -24.8% | -13.5% |
| All | +16.1% | +40.1% | -24.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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