+39.5%
PL vs NWSA
+5.3%
+34.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.4% |
| 7D | +10.0% | +2.2% | +7.8% | +8.5% |
| 30D | -2.3% | -8.8% | +6.5% | +3.0% |
| 3M | -44.2% | -6.5% | -37.7% | -42.4% |
| 6M | -66.1% | +1.5% | -67.6% | -67.9% |
| YTD | -30.0% | +4.0% | -34.0% | -36.0% |
| 1Y | +21.0% | +3.4% | +17.6% | +10.8% |
| 3Y | +516.5% | +34.8% | +481.7% | +378.0% |
| 5Y | +32.0% | +18.4% | +13.7% | +3.7% |
| All | +39.5% | +5.3% | +34.2% | +9.6% |
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 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