+485.4%
P vs NWSA
+157.0%
+328.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.3% |
| 7D | +6.5% | -1.9% | +8.4% | +7.5% |
| 30D | +18.8% | +4.6% | +14.3% | +16.0% |
| 3M | +26.7% | +13.2% | +13.5% | +17.3% |
| 6M | +62.2% | +27.0% | +35.2% | +40.9% |
| YTD | +48.5% | +16.8% | +31.7% | +33.8% |
| 1Y | +26.4% | +4.5% | +21.9% | +19.8% |
| 3Y | +159.4% | +46.2% | +113.2% | +106.3% |
| 5Y | +275.8% | +40.9% | +234.9% | +196.5% |
| 10Y | +732.0% | +145.1% | +586.9% | +361.3% |
| All | +485.4% | +157.0% | +328.4% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling