+10.6%
ON vs NWSA
+29.1%
-18.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | +17.0% | -0.8% | +17.8% | +17.5% |
| 30D | -3.9% | -11.3% | +7.5% | +1.6% |
| 3M | -11.5% | -8.1% | -3.4% | -8.4% |
| 6M | -29.2% | -0.7% | -28.5% | -31.3% |
| YTD | +36.2% | +1.3% | +34.8% | +29.0% |
| 1Y | +49.6% | -1.3% | +51.0% | +45.1% |
| All | +10.6% | +29.1% | -18.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling