+170.7%
RL vs NWSA
+98.2%
+72.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -4.2% | -9.4% | +5.2% | +0.8% |
| 30D | +4.3% | -7.8% | +12.0% | +8.5% |
| 3M | -4.6% | -10.8% | +6.2% | +0.7% |
| 6M | +1.7% | +1.1% | +0.7% | -0.2% |
| YTD | +7.3% | +1.8% | +5.6% | +4.3% |
| 1Y | +20.8% | +6.0% | +14.8% | +14.7% |
| 3Y | +247.0% | +24.6% | +222.4% | +201.4% |
| 5Y | +225.5% | +13.1% | +212.3% | +191.1% |
| 10Y | +363.0% | +148.5% | +214.5% | +170.4% |
| All | +170.7% | +98.2% | +72.6% | +66.1% |
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