-68.4%
PL vs NWSA
+3.0%
-71.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.7% | +10.3% |
| 7D | -6.8% | -9.4% | +2.6% | -7.2% |
| 30D | -29.3% | -7.8% | -21.5% | -28.6% |
| 3M | -44.8% | -10.8% | -34.0% | -45.5% |
| 6M | -68.4% | +1.0% | -69.4% | -64.1% |
| All | -68.4% | +3.0% | -71.4% | -64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling