+164.6%
O vs NWSA
+102.5%
+62.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.4% |
| 7D | -0.4% | +2.2% | -2.6% | -0.9% |
| 30D | +7.1% | -8.8% | +15.9% | +9.2% |
| 3M | -5.2% | -6.5% | +1.3% | -4.1% |
| 6M | -1.8% | +1.5% | -3.3% | -2.8% |
| YTD | +9.1% | +4.0% | +5.0% | +6.7% |
| 1Y | +9.7% | +3.4% | +6.2% | +7.4% |
| 3Y | +39.1% | +34.8% | +4.3% | +25.3% |
| 5Y | +8.4% | +18.4% | -10.0% | -1.2% |
| 10Y | +80.2% | +149.2% | -69.0% | +26.8% |
| All | +164.6% | +102.5% | +62.1% | +91.0% |
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