+39.2%
S vs NWSA
+18.2%
+21.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | -0.4% |
| 7D | -8.2% | +4.3% | -12.5% | -10.4% |
| 30D | -7.6% | +5.6% | -13.2% | -10.9% |
| 3M | +12.0% | +7.3% | +4.7% | +7.0% |
| 6M | +50.6% | +18.8% | +31.7% | +35.0% |
| YTD | +56.6% | +17.9% | +38.7% | +41.1% |
| 1Y | +39.2% | +19.3% | +19.9% | +24.9% |
| All | +39.2% | +18.2% | +21.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling