+17.5%
P vs NWSA
+18.2%
-0.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.7% | -8.7% | -3.5% |
| 7D | -19.4% | +4.3% | -23.6% | -17.9% |
| 30D | -22.3% | +5.6% | -27.9% | -20.6% |
| 3M | +33.2% | +7.3% | +25.9% | +36.9% |
| 6M | +53.6% | +18.8% | +34.8% | +63.6% |
| YTD | +66.8% | +17.9% | +48.9% | +76.9% |
| 1Y | +17.5% | +19.3% | -1.8% | +25.1% |
| All | +17.5% | +18.2% | -0.7% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling