+26.7%
Q vs NWSA
+15.2%
+11.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.2% |
| 7D | +0.2% | -1.9% | +2.1% | -0.3% |
| 30D | -11.1% | +4.6% | -15.7% | -9.9% |
| 3M | -22.1% | +13.2% | -35.4% | -18.5% |
| 6M | +0.5% | +27.0% | -26.5% | +0.8% |
| YTD | +47.8% | +16.8% | +31.0% | +48.7% |
| All | +26.7% | +15.2% | +11.6% | +28.1% |
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 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