+381.6%
RF vs NWSA
+98.2%
+283.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -0.9% | -9.4% | +8.5% | +4.0% |
| 30D | +6.0% | -7.8% | +13.8% | +10.1% |
| 3M | -8.9% | -10.8% | +1.9% | -3.9% |
| 6M | +2.3% | +1.1% | +1.3% | -0.3% |
| YTD | +7.6% | +1.8% | +5.8% | +3.4% |
| 1Y | +21.2% | +6.0% | +15.1% | +13.5% |
| 3Y | +108.5% | +24.6% | +84.0% | +76.4% |
| 5Y | +43.2% | +13.1% | +30.1% | +24.8% |
| 10Y | +288.1% | +148.5% | +139.5% | +101.1% |
| All | +381.6% | +98.2% | +283.5% | +172.6% |
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