+47.6%
ON vs NWSA
+18.2%
+29.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -0.4% |
| 7D | -5.8% | +4.3% | -10.1% | -4.1% |
| 30D | -17.1% | +5.6% | -22.7% | -15.1% |
| 3M | -11.8% | +7.3% | -19.1% | -8.7% |
| 6M | -30.2% | +18.8% | -49.0% | -25.0% |
| YTD | +31.6% | +17.9% | +13.7% | +42.9% |
| 1Y | +47.6% | +19.3% | +28.2% | +59.7% |
| All | +47.6% | +18.2% | +29.3% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling