-47.7%
QS vs NWSA
+103.3%
-150.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -5.0% | -4.8% | -0.2% | -1.2% |
| 30D | -18.3% | +3.0% | -21.3% | -20.4% |
| 3M | -26.0% | +9.3% | -35.3% | -32.7% |
| 6M | -24.0% | +23.2% | -47.2% | -38.1% |
| YTD | -50.3% | +13.3% | -63.6% | -57.1% |
| 1Y | -38.0% | +2.9% | -40.9% | -42.0% |
| 3Y | -24.6% | +43.3% | -67.9% | -48.3% |
| 5Y | -75.4% | +40.9% | -116.3% | -83.1% |
| All | -47.7% | +103.3% | -150.9% | -68.5% |
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