+18.2%
RMD vs NWSA
-2.4%
+20.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +1.9% | -11.3% | +13.3% | +6.3% |
| 3M | +6.3% | -8.1% | +14.4% | +8.3% |
| 6M | +18.2% | -0.7% | +18.9% | +14.3% |
| All | +18.2% | -2.4% | +20.6% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling