+40.4%
PL vs NWSA
+2.5%
+37.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -1.7% |
| 7D | +22.3% | -0.8% | +23.0% | +22.9% |
| 30D | -8.3% | -11.3% | +3.0% | -1.5% |
| 3M | -43.3% | -8.1% | -35.2% | -40.8% |
| 6M | -65.8% | -0.7% | -65.1% | -67.2% |
| YTD | -29.5% | +1.3% | -30.8% | -34.5% |
| 1Y | +11.7% | -1.3% | +13.0% | +6.1% |
| 3Y | +540.6% | +28.4% | +512.2% | +412.9% |
| 5Y | +32.9% | +15.3% | +17.6% | +6.2% |
| All | +40.4% | +2.5% | +37.9% | +12.2% |
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