+33.2%
Q vs NWSA
+2.0%
+31.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.5% |
| 7D | +6.6% | -12.2% | +18.8% | +4.2% |
| 30D | +2.7% | -8.7% | +11.4% | +1.9% |
| 3M | -8.4% | -6.0% | -2.4% | -8.2% |
| 6M | -17.3% | -0.3% | -17.0% | -14.5% |
| YTD | +55.3% | +3.5% | +51.8% | +54.0% |
| 1Y | +31.5% | +0.8% | +30.7% | +31.3% |
| All | +33.2% | +2.0% | +31.1% | +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