+14.9%
RRX vs NWSA
+39.0%
-24.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.5% |
| 7D | -3.7% | -4.8% | +1.0% | -1.3% |
| 30D | -9.3% | +3.0% | -12.3% | -10.8% |
| 3M | -21.8% | +9.3% | -31.1% | -26.6% |
| 6M | -22.0% | +23.2% | -45.2% | -32.4% |
| YTD | +11.9% | +13.3% | -1.4% | +1.0% |
| 1Y | +11.6% | +2.9% | +8.7% | +7.0% |
| 3Y | +2.2% | +43.3% | -41.1% | -18.5% |
| 5Y | +14.9% | +40.9% | -26.0% | -12.0% |
| All | +14.9% | +39.0% | -24.2% | -12.0% |
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