+9.5%
RL vs NWSA
+2.0%
+7.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.3% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | -17.5% | +4.3% | -21.8% | -18.4% |
| 3M | -14.0% | +9.2% | -23.2% | -15.8% |
| 6M | -2.0% | +21.6% | -23.5% | -7.2% |
| YTD | -4.6% | +14.2% | -18.8% | -8.4% |
| 1Y | +9.5% | +1.8% | +7.8% | +2.5% |
| All | +9.5% | +2.0% | +7.5% | +2.5% |
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