+34.6%
RL vs NWSA
+18.2%
+16.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.7% | +3.4% |
| 7D | +5.8% | +4.3% | +1.5% | +4.6% |
| 30D | +12.7% | +5.6% | +7.2% | +11.0% |
| 3M | +9.3% | +7.3% | +2.1% | +7.0% |
| 6M | +16.9% | +18.8% | -1.9% | +10.6% |
| YTD | +17.5% | +17.9% | -0.4% | +11.3% |
| 1Y | +34.6% | +19.3% | +15.3% | +26.6% |
| All | +34.6% | +18.2% | +16.4% | +26.6% |
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 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 · 6 months rolling