+481.9%
NYT vs NWSA
+149.4%
+332.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.6% | -2.8% | +2.2% | +0.6% |
| 30D | +4.6% | +3.0% | +1.6% | +3.2% |
| 3M | -9.6% | +12.3% | -21.9% | -14.1% |
| 6M | -14.0% | +21.9% | -35.9% | -21.2% |
| YTD | -2.8% | +13.6% | -16.4% | -8.6% |
| 1Y | +15.6% | +0.5% | +15.1% | +14.2% |
| 3Y | +56.3% | +43.8% | +12.6% | +31.2% |
| 5Y | +39.5% | +41.2% | -1.7% | +15.6% |
| All | +481.9% | +149.4% | +332.6% | +259.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling