+24.3%
P vs NWSA
-0.9%
+25.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +3.3% |
| 7D | +17.8% | -0.8% | +18.6% | +17.8% |
| 30D | -29.9% | -11.3% | -18.5% | -29.3% |
| 3M | -1.2% | -8.1% | +6.9% | +0.8% |
| 6M | +32.1% | -0.7% | +32.8% | +39.5% |
| YTD | +64.3% | +1.3% | +63.0% | +73.4% |
| 1Y | +24.3% | -1.3% | +25.6% | +30.8% |
| All | +24.3% | -0.9% | +25.2% | +30.8% |
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