+44.1%
PL vs NWSA
+3.9%
+40.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | +5.6% | -9.7% | +15.3% | +12.5% |
| 30D | -16.9% | -8.6% | -8.3% | -12.6% |
| 3M | -38.2% | -6.3% | -31.9% | -36.4% |
| 6M | -63.4% | -1.2% | -62.3% | -64.7% |
| YTD | -27.6% | +2.6% | -30.3% | -33.3% |
| 1Y | +6.6% | 0.0% | +6.5% | +0.2% |
| 3Y | +557.6% | +30.1% | +527.5% | +422.1% |
| 5Y | +39.5% | +18.3% | +21.2% | +10.5% |
| All | +44.1% | +3.9% | +40.3% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling