+855.2%
NXPI vs NWSA
+102.5%
+752.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -2.3% |
| 7D | +6.8% | +2.2% | +4.6% | +5.5% |
| 30D | +20.0% | -8.8% | +28.8% | +25.8% |
| 3M | +14.8% | -6.5% | +21.3% | +18.1% |
| 6M | -10.5% | +1.5% | -12.0% | -13.7% |
| YTD | +23.7% | +4.0% | +19.7% | +16.7% |
| 1Y | +34.1% | +3.4% | +30.6% | +26.8% |
| 3Y | +51.2% | +34.8% | +16.4% | +23.6% |
| 5Y | +33.4% | +18.4% | +15.1% | +14.9% |
| 10Y | +209.2% | +149.2% | +60.1% | +67.0% |
| All | +855.2% | +102.5% | +752.7% | +470.3% |
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