+26.8%
PL vs NWSA
+3.0%
+23.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.6% |
| 7D | -6.8% | -9.4% | +2.5% | -1.2% |
| 30D | -29.3% | -7.8% | -21.5% | -26.1% |
| 3M | -44.8% | -10.8% | -34.0% | -41.4% |
| 6M | -68.4% | +1.1% | -69.4% | -70.1% |
| YTD | -36.4% | +1.8% | -38.2% | -41.1% |
| 1Y | +0.7% | +6.0% | -5.3% | -10.1% |
| 3Y | +455.3% | +24.6% | +430.7% | +353.6% |
| 5Y | +22.7% | +13.1% | +9.5% | -2.3% |
| All | +26.8% | +3.0% | +23.8% | +0.9% |
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