-75.4%
QS vs NWSA
+39.0%
-114.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -5.0% | -4.8% | -0.2% | -0.7% |
| 30D | -18.3% | +3.0% | -21.3% | -20.7% |
| 3M | -26.0% | +9.3% | -35.3% | -33.7% |
| 6M | -24.0% | +23.2% | -47.2% | -40.1% |
| YTD | -50.3% | +13.3% | -63.6% | -58.1% |
| 1Y | -38.0% | +2.9% | -40.9% | -42.7% |
| 3Y | -24.6% | +43.3% | -67.9% | -53.2% |
| 5Y | -75.4% | +40.9% | -116.3% | -86.0% |
| All | -75.4% | +39.0% | -114.5% | -86.0% |
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