+355.9%
RL vs NWSA
+149.3%
+206.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.3% | -9.7% | +11.0% | +7.2% |
| 30D | +7.6% | -8.6% | +16.2% | +13.0% |
| 3M | -1.5% | -6.3% | +4.8% | +1.6% |
| 6M | +12.1% | -1.2% | +13.3% | +11.4% |
| YTD | +13.9% | +2.6% | +11.3% | +9.7% |
| 1Y | +20.7% | 0.0% | +20.6% | +18.0% |
| 3Y | +260.6% | +30.1% | +230.5% | +199.7% |
| 5Y | +248.9% | +18.3% | +230.5% | +199.4% |
| 10Y | +355.9% | +149.3% | +206.6% | +139.7% |
| All | +355.9% | +149.3% | +206.6% | +139.7% |
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