+56.9%
ON vs NWSA
+40.1%
+16.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -1.9% | -3.1% | +1.2% | +0.2% |
| 30D | -11.0% | +4.3% | -15.3% | -13.7% |
| 3M | -39.3% | +9.2% | -48.6% | -44.3% |
| 6M | +19.8% | +21.6% | -1.7% | +0.3% |
| YTD | +31.1% | +14.2% | +16.9% | +13.9% |
| 1Y | +46.0% | +1.8% | +44.2% | +38.8% |
| 3Y | -27.5% | +44.4% | -72.0% | -48.3% |
| 5Y | +56.9% | +41.0% | +15.9% | +12.7% |
| All | +56.9% | +40.1% | +16.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling