+475.9%
RMD vs NWSA
+127.4%
+348.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -5.0% | -1.9% | -3.1% | -4.4% |
| 30D | +2.2% | +4.6% | -2.4% | +0.8% |
| 3M | +17.8% | +13.2% | +4.6% | +13.5% |
| 6M | -11.3% | +27.0% | -38.3% | -17.7% |
| YTD | -4.4% | +16.8% | -21.3% | -9.2% |
| 1Y | -15.7% | +4.5% | -20.2% | -17.4% |
| 3Y | +47.7% | +46.2% | +1.5% | +29.5% |
| 5Y | -19.2% | +40.9% | -60.1% | -30.0% |
| 10Y | +280.4% | +145.1% | +135.3% | +154.4% |
| All | +475.9% | +127.4% | +348.5% | +289.3% |
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 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