+376.3%
PSX vs NWSA
+148.8%
+227.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +1.5% | -4.8% | +6.3% | +3.7% |
| 30D | +15.8% | +3.0% | +12.9% | +14.2% |
| 3M | +43.0% | +9.3% | +33.7% | +36.6% |
| 6M | +61.1% | +23.2% | +37.9% | +44.8% |
| YTD | +104.5% | +13.3% | +91.2% | +89.7% |
| 1Y | +102.5% | +2.9% | +99.6% | +95.7% |
| 3Y | +133.5% | +43.3% | +90.2% | +89.5% |
| 5Y | +367.0% | +40.9% | +326.1% | +265.8% |
| All | +376.3% | +148.8% | +227.5% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling