+14.4%
PL vs NWSA
+0.2%
+14.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +5.6% | -9.7% | +15.3% | +4.9% |
| 30D | -16.9% | -8.6% | -8.3% | -17.1% |
| 3M | -38.2% | -6.3% | -31.9% | -37.5% |
| 6M | -63.4% | -1.2% | -62.3% | -61.6% |
| YTD | -27.6% | +2.6% | -30.3% | -24.6% |
| All | +14.4% | +0.2% | +14.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling