-79.5%
RAM vs NWSA
+5.3%
-84.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -13.4% | -19.1% | -43.6% |
| 7D | -49.5% | -10.1% | -39.4% | -52.5% |
| 30D | -63.2% | -7.3% | -56.0% | -61.0% |
| 3M | -58.5% | -8.6% | -49.9% | -56.2% |
| All | -79.5% | +5.3% | -84.8% | -54.2% |
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 · Available span rolling