+355.6%
RMD vs NWSA
+148.1%
+207.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.6% |
| 7D | +2.1% | +2.2% | -0.1% | +1.4% |
| 30D | +2.1% | -8.8% | +10.8% | +4.7% |
| 3M | +6.2% | -6.5% | +12.7% | +8.1% |
| 6M | +19.4% | +1.5% | +17.9% | +18.4% |
| YTD | +0.5% | +4.0% | -3.5% | -1.5% |
| 1Y | -3.9% | +3.4% | -7.4% | -5.7% |
| 3Y | +72.5% | +34.8% | +37.7% | +54.4% |
| 5Y | -1.5% | +18.4% | -19.9% | -10.4% |
| All | +355.6% | +148.1% | +207.4% | +197.6% |
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 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