+29.7%
Q vs NWSA
+13.0%
+16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +1.8% |
| 7D | +6.7% | -2.6% | +9.4% | +6.0% |
| 30D | -10.6% | +4.6% | -15.2% | -9.5% |
| 3M | -14.6% | +10.2% | -24.8% | -10.9% |
| 6M | +12.1% | +21.6% | -9.6% | +12.7% |
| YTD | +51.3% | +14.6% | +36.6% | +51.4% |
| All | +29.7% | +13.0% | +16.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling