+27.2%
P vs NWSA
+2.1%
+25.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.1% |
| 7D | +7.8% | -2.6% | +10.5% | +7.1% |
| 30D | +12.3% | +4.6% | +7.8% | +13.7% |
| 3M | +37.1% | +10.2% | +26.9% | +42.1% |
| 6M | +66.1% | +21.6% | +44.4% | +72.8% |
| YTD | +50.9% | +14.6% | +36.3% | +56.9% |
| 1Y | +27.2% | +0.4% | +26.9% | +33.9% |
| All | +27.2% | +2.1% | +25.1% | +33.9% |
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 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