-69.4%
PL vs NWSA
+1.4%
-70.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.4% | +3.2% | -13.4% |
| 7D | -20.5% | -10.1% | -10.5% | -21.2% |
| 30D | -38.8% | -7.3% | -31.5% | -37.9% |
| 3M | -49.1% | -8.6% | -40.6% | -48.6% |
| 6M | -69.4% | +4.4% | -73.8% | -65.2% |
| All | -69.4% | +1.4% | -70.8% | -65.2% |
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 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