-70.8%
OPEN vs NWSA
+165.7%
-236.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +2.6% |
| 7D | -4.3% | -1.9% | -2.4% | -2.3% |
| 30D | -16.2% | +4.6% | -20.8% | -20.7% |
| 3M | -36.4% | +13.2% | -49.6% | -45.3% |
| 6M | -35.5% | +27.0% | -62.4% | -51.0% |
| YTD | -46.0% | +16.8% | -62.8% | -55.9% |
| 1Y | -47.1% | +4.5% | -51.7% | -50.7% |
| 3Y | -19.0% | +46.2% | -65.2% | -46.0% |
| 5Y | -83.6% | +40.9% | -124.5% | -88.9% |
| All | -70.8% | +165.7% | -236.5% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling