-41.5%
QS vs NWSA
+2.8%
-44.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -5.0% | -4.8% | -0.2% | -4.8% |
| 30D | -18.3% | +3.0% | -21.3% | -18.3% |
| 3M | -26.0% | +9.3% | -35.3% | -26.4% |
| 6M | -24.0% | +23.2% | -47.2% | -26.5% |
| YTD | -50.3% | +13.3% | -63.6% | -51.3% |
| All | -41.5% | +2.8% | -44.3% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling