-74.1%
OPEN vs NWSA
+157.7%
-231.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -5.8% |
| 7D | -10.5% | -4.8% | -5.8% | -5.8% |
| 30D | -21.8% | +3.0% | -24.8% | -24.3% |
| 3M | -37.5% | +9.3% | -46.8% | -44.0% |
| 6M | -44.1% | +23.2% | -67.3% | -56.2% |
| YTD | -52.0% | +13.3% | -65.3% | -59.4% |
| 1Y | -52.2% | +2.9% | -55.1% | -54.6% |
| 3Y | -25.9% | +43.3% | -69.2% | -49.5% |
| 5Y | -85.1% | +40.9% | -125.9% | -89.7% |
| All | -74.1% | +157.7% | -231.8% | -83.4% |
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