+696.9%
P vs NWSA
+144.0%
+552.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +5.0% | -3.1% | +8.1% | +6.6% |
| 30D | -0.9% | +4.3% | -5.2% | -3.1% |
| 3M | +38.7% | +9.2% | +29.4% | +30.7% |
| 6M | +54.4% | +21.6% | +32.8% | +36.8% |
| YTD | +44.8% | +14.2% | +30.6% | +31.7% |
| 1Y | +22.5% | +1.8% | +20.8% | +17.7% |
| 3Y | +148.2% | +44.4% | +103.8% | +97.4% |
| 5Y | +268.9% | +41.0% | +228.0% | +189.0% |
| 10Y | +696.9% | +150.0% | +546.8% | +342.4% |
| All | +696.9% | +144.0% | +552.9% | +342.4% |
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