-30.3%
PL vs NWSA
+28.2%
-58.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -2.3% |
| 7D | -9.3% | -1.9% | -7.4% | -10.2% |
| 30D | -18.9% | +4.6% | -23.5% | -16.6% |
| 3M | -58.4% | +13.2% | -71.6% | -54.4% |
| 6M | -30.3% | +27.0% | -57.3% | -26.1% |
| All | -30.3% | +28.2% | -58.5% | -26.1% |
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