+172.9%
O vs NWSA
+127.4%
+45.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -0.7% | -1.9% | +1.1% | -0.3% |
| 30D | -1.9% | +4.6% | -6.5% | -3.0% |
| 3M | +3.8% | +13.2% | -9.4% | +0.5% |
| 6M | -4.7% | +27.0% | -31.7% | -10.7% |
| YTD | +12.5% | +16.8% | -4.4% | +7.4% |
| 1Y | +10.8% | +4.5% | +6.3% | +8.6% |
| 3Y | +28.8% | +46.2% | -17.4% | +14.1% |
| 5Y | +13.2% | +40.9% | -27.7% | -1.1% |
| 10Y | +53.5% | +145.1% | -91.7% | +6.8% |
| All | +172.9% | +127.4% | +45.5% | +92.1% |
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