+417.5%
RF vs NWSA
+127.4%
+290.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.0% |
| 7D | +1.3% | -1.9% | +3.2% | +2.4% |
| 30D | -3.6% | +4.6% | -8.2% | -6.2% |
| 3M | +8.1% | +13.2% | -5.1% | -0.1% |
| 6M | +11.5% | +27.0% | -15.5% | -4.1% |
| YTD | +15.6% | +16.8% | -1.3% | +3.7% |
| 1Y | +15.7% | +4.5% | +11.2% | +10.4% |
| 3Y | +86.9% | +46.2% | +40.7% | +45.7% |
| 5Y | +89.8% | +40.9% | +48.9% | +46.8% |
| 10Y | +344.7% | +145.1% | +199.6% | +130.4% |
| All | +417.5% | +127.4% | +290.1% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling