+717.3%
NXPI vs NWSA
+127.4%
+589.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.3% |
| 7D | +1.9% | -1.9% | +3.8% | +2.9% |
| 30D | -1.4% | +4.6% | -6.0% | -4.1% |
| 3M | -29.1% | +13.2% | -42.3% | -34.9% |
| 6M | +6.2% | +27.0% | -20.8% | -9.5% |
| YTD | +5.9% | +16.8% | -11.0% | -5.7% |
| 1Y | +2.9% | +4.5% | -1.6% | -2.4% |
| 3Y | +14.5% | +46.2% | -31.7% | -10.0% |
| 5Y | +17.1% | +40.9% | -23.9% | -7.7% |
| 10Y | +193.4% | +145.1% | +48.2% | +59.8% |
| All | +717.3% | +127.4% | +589.9% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling