-47.6%
S vs NWSA
+7.9%
-55.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -4.6% |
| 7D | +4.1% | -0.8% | +4.9% | +4.8% |
| 30D | -7.2% | -11.3% | +4.2% | +1.4% |
| 3M | 0.0% | -8.1% | +8.0% | +6.0% |
| 6M | +41.6% | -0.7% | +42.3% | +40.1% |
| YTD | +48.6% | +1.3% | +47.3% | +44.1% |
| 1Y | +30.0% | -1.3% | +31.4% | +28.5% |
| 3Y | +42.2% | +28.4% | +13.8% | +10.4% |
| 5Y | -70.8% | +15.3% | -86.1% | -76.6% |
| All | -47.6% | +7.9% | -55.5% | -60.7% |
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