+168.0%
O vs NWSA
+101.5%
+66.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +0.6% | -12.2% | +12.8% | +3.5% |
| 30D | +9.4% | -8.7% | +18.1% | +11.5% |
| 3M | -2.4% | -6.0% | +3.6% | -1.3% |
| 6M | -1.9% | -0.3% | -1.5% | -2.5% |
| YTD | +10.5% | +3.5% | +7.0% | +8.2% |
| 1Y | +10.0% | +0.8% | +9.2% | +8.5% |
| 3Y | +40.5% | +31.1% | +9.3% | +27.5% |
| 5Y | +10.2% | +18.8% | -8.6% | +0.4% |
| 10Y | +82.5% | +147.9% | -65.4% | +28.6% |
| All | +168.0% | +101.5% | +66.5% | +93.7% |
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