+32.0%
Q vs NWSA
+12.6%
+19.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.7% |
| 7D | +6.6% | -3.1% | +9.7% | +5.7% |
| 30D | -6.6% | +4.3% | -10.8% | -5.4% |
| 3M | -13.2% | +9.2% | -22.5% | -9.5% |
| 6M | +9.9% | +21.6% | -11.6% | +10.4% |
| YTD | +53.9% | +14.2% | +39.7% | +54.0% |
| All | +32.0% | +12.6% | +19.4% | +32.6% |
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