+740.2%
RSG vs NWSA
+122.3%
+617.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | 0.0% | -3.1% | +3.0% | +0.7% |
| 30D | +3.7% | +4.3% | -0.6% | +2.7% |
| 3M | +6.2% | +9.2% | -3.1% | +3.9% |
| 6M | -2.8% | +21.6% | -24.3% | -7.2% |
| YTD | +5.9% | +14.2% | -8.3% | +2.2% |
| 1Y | -1.8% | +1.8% | -3.5% | -2.8% |
| 3Y | +57.5% | +44.4% | +13.0% | +42.2% |
| 5Y | +91.1% | +41.0% | +50.1% | +69.6% |
| 10Y | +428.1% | +150.0% | +278.0% | +276.0% |
| All | +740.2% | +122.3% | +617.8% | +513.8% |
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