+40.3%
RUN vs NWSA
+149.4%
-109.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -3.7% | -2.8% | -0.9% | -1.9% |
| 30D | -13.0% | +3.0% | -16.0% | -15.0% |
| 3M | -31.8% | +12.3% | -44.1% | -38.3% |
| 6M | -32.2% | +21.9% | -54.1% | -42.7% |
| YTD | -53.5% | +13.6% | -67.0% | -58.9% |
| 1Y | -46.5% | +0.5% | -47.0% | -49.1% |
| 3Y | -37.6% | +43.8% | -81.4% | -53.9% |
| 5Y | -80.9% | +41.2% | -122.0% | -85.8% |
| All | +40.3% | +149.4% | -109.0% | -33.4% |
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 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