+707.9%
P vs NWSA
+159.6%
+548.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | -9.6% | -10.5% | +0.9% | -4.1% |
| 30D | -33.4% | -8.8% | -24.7% | -30.3% |
| 3M | +14.2% | -6.5% | +20.7% | +17.8% |
| 6M | +31.6% | -1.3% | +32.9% | +29.8% |
| YTD | +53.5% | +2.5% | +51.0% | +47.1% |
| 1Y | +14.2% | +0.2% | +14.0% | +10.5% |
| 3Y | +190.5% | +27.6% | +162.9% | +145.7% |
| 5Y | +256.3% | +17.0% | +239.4% | +207.0% |
| 10Y | +707.9% | +148.3% | +559.5% | +357.4% |
| All | +707.9% | +159.6% | +548.2% | +357.4% |
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