+572.1%
ON vs NWSA
+148.8%
+423.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.6% |
| 7D | -4.7% | -4.8% | 0.0% | -1.5% |
| 30D | -13.5% | +3.0% | -16.5% | -15.4% |
| 3M | -36.3% | +9.3% | -45.6% | -41.7% |
| 6M | +17.8% | +23.2% | -5.4% | -1.9% |
| YTD | +29.6% | +13.3% | +16.3% | +13.3% |
| 1Y | +45.8% | +2.9% | +42.9% | +36.1% |
| 3Y | -28.3% | +43.3% | -71.7% | -47.3% |
| 5Y | +49.6% | +40.9% | +8.8% | +10.0% |
| All | +572.1% | +148.8% | +423.3% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling