+250.8%
RL vs NWSA
+43.3%
+207.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.1% |
| 7D | -0.8% | -1.9% | +1.1% | +0.3% |
| 30D | -7.8% | +4.6% | -12.3% | -10.4% |
| 3M | -4.0% | +13.2% | -17.2% | -11.8% |
| 6M | -1.9% | +27.0% | -28.9% | -16.7% |
| YTD | -0.2% | +16.8% | -17.0% | -11.0% |
| 1Y | +10.7% | +4.5% | +6.2% | +5.5% |
| 3Y | +210.8% | +46.2% | +164.5% | +134.5% |
| All | +250.8% | +43.3% | +207.5% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling