+420.8%
RSG vs NWSA
+149.4%
+271.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | 0.0% | -2.8% | +2.8% | +0.6% |
| 30D | +4.0% | +3.0% | +0.9% | +3.2% |
| 3M | +7.4% | +12.3% | -4.9% | +4.5% |
| 6M | +0.1% | +21.9% | -21.8% | -4.6% |
| YTD | +6.0% | +13.6% | -7.5% | +2.5% |
| 1Y | -3.0% | +0.5% | -3.5% | -3.7% |
| 3Y | +56.5% | +43.8% | +12.7% | +41.3% |
| 5Y | +90.9% | +41.2% | +49.8% | +69.1% |
| All | +420.8% | +149.4% | +271.5% | +266.2% |
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