Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ROP vs NWSA✓SelectedUSD · NWSAROP vs NWSA performance historyLatest closeAs of-2.86%09/08
Stock and ETF performance explorer

ROP vs NWSA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-15.3%
NWSA return
+40.6%
Excess return
-56.0%
Maximum drawdown
-46.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioNWSAExcessAlpha
1D-2.9%-1.9%-1.0%-2.3%
7D-5.4%-2.6%-2.8%-4.6%
30D-1.6%+4.6%-6.2%-3.0%
3M+18.8%+10.2%+8.6%+15.2%
6M+8.2%+21.6%-13.4%+1.6%
YTD-10.5%+14.6%-25.1%-14.4%
1Y-23.7%+0.4%-24.1%-24.3%
3Y-17.9%+45.0%-62.8%-27.2%
5Y-15.3%+41.3%-56.6%-28.4%
All-15.3%+40.6%-56.0%-28.4%

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