-83.6%
OPEN vs NWSA
+40.6%
-124.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -0.2% |
| 7D | +1.0% | -2.6% | +3.6% | +4.4% |
| 30D | -11.9% | +4.6% | -16.5% | -17.0% |
| 3M | -28.8% | +10.2% | -39.0% | -38.4% |
| 6M | -38.6% | +21.6% | -60.2% | -53.6% |
| YTD | -47.3% | +14.6% | -62.0% | -57.9% |
| 1Y | -49.2% | +0.4% | -49.5% | -50.8% |
| 3Y | -18.8% | +45.0% | -63.8% | -52.3% |
| 5Y | -83.6% | +41.3% | -124.9% | -90.1% |
| All | -83.6% | +40.6% | -124.3% | -90.1% |
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