+558.6%
QQQ vs NWSA
+149.4%
+409.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -2.8% | +2.2% | +0.5% |
| 30D | -1.2% | +3.0% | -4.2% | -2.4% |
| 3M | -0.2% | +12.3% | -12.5% | -5.2% |
| 6M | +17.9% | +21.9% | -3.9% | +8.1% |
| YTD | +16.6% | +13.6% | +3.1% | +9.5% |
| 1Y | +23.0% | +0.5% | +22.5% | +20.9% |
| 3Y | +92.9% | +43.8% | +49.2% | +63.2% |
| 5Y | +95.6% | +41.2% | +54.4% | +62.8% |
| All | +558.6% | +149.4% | +409.2% | +324.7% |
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