+336.7%
RF vs NWSA
+143.8%
+192.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | 0.0% |
| 7D | +2.7% | -2.6% | +5.3% | +4.3% |
| 30D | -3.4% | +4.6% | -7.9% | -6.0% |
| 3M | +6.4% | +10.2% | -3.8% | -0.3% |
| 6M | +13.4% | +21.6% | -8.2% | -0.4% |
| YTD | +14.2% | +14.6% | -0.4% | +3.2% |
| 1Y | +15.7% | +0.4% | +15.3% | +13.0% |
| 3Y | +91.3% | +45.0% | +46.4% | +47.9% |
| 5Y | +89.8% | +41.3% | +48.5% | +44.3% |
| 10Y | +336.7% | +142.8% | +193.9% | +111.7% |
| All | +336.7% | +143.8% | +192.8% | +111.7% |
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