+99.6%
PSX vs NWSA
+5.5%
+94.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.1% |
| 7D | +4.5% | -1.9% | +6.4% | +4.5% |
| 30D | +26.6% | +4.6% | +22.0% | +26.8% |
| 3M | +39.3% | +13.2% | +26.0% | +39.6% |
| 6M | +56.8% | +27.0% | +29.8% | +58.5% |
| YTD | +101.8% | +16.8% | +85.0% | +103.5% |
| 1Y | +99.6% | +4.5% | +95.1% | +100.8% |
| All | +99.6% | +5.5% | +94.1% | +100.8% |
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