+176.6%
P vs NWSA
+23.7%
+152.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | -23.8% | -9.4% | -14.4% | -20.4% |
| 30D | -36.6% | -7.8% | -28.9% | -34.4% |
| 3M | +10.9% | -10.8% | +21.6% | +15.8% |
| 6M | +30.0% | +1.1% | +28.9% | +27.7% |
| YTD | +44.4% | +1.8% | +42.6% | +40.7% |
| 1Y | +3.9% | +6.0% | -2.1% | -2.3% |
| 3Y | +176.6% | +24.6% | +152.0% | +119.8% |
| All | +176.6% | +23.7% | +152.9% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling