+17.0%
O vs NWSA
+40.6%
-23.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -0.6% | -2.6% | +2.1% | -0.1% |
| 30D | -2.0% | +4.6% | -6.5% | -2.8% |
| 3M | +3.0% | +10.2% | -7.2% | +1.0% |
| 6M | -3.6% | +21.6% | -25.3% | -7.5% |
| YTD | +12.1% | +14.6% | -2.6% | +8.6% |
| 1Y | +8.9% | +0.4% | +8.5% | +8.4% |
| 3Y | +30.3% | +45.0% | -14.6% | +18.0% |
| All | +17.0% | +40.6% | -23.6% | +4.1% |
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 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