+291.1%
P vs NWSA
+40.6%
+250.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.5% |
| 7D | +7.8% | -2.6% | +10.5% | +9.1% |
| 30D | +12.3% | +4.6% | +7.8% | +9.9% |
| 3M | +37.1% | +10.2% | +26.9% | +29.2% |
| 6M | +66.1% | +21.6% | +44.4% | +47.7% |
| YTD | +50.9% | +14.6% | +36.3% | +37.7% |
| 1Y | +27.2% | +0.4% | +26.9% | +24.6% |
| 3Y | +158.7% | +45.0% | +113.7% | +104.7% |
| 5Y | +291.1% | +41.3% | +249.8% | +196.6% |
| All | +291.1% | +40.6% | +250.5% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling