-53.4%
S vs NWSA
+20.7%
-74.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +0.1% | -4.8% | +4.8% | +4.0% |
| 30D | -11.8% | +3.0% | -14.8% | -13.8% |
| 3M | +33.9% | +9.3% | +24.6% | +23.9% |
| 6M | +40.1% | +23.2% | +16.9% | +17.4% |
| YTD | +32.1% | +13.3% | +18.7% | +18.1% |
| 1Y | +11.0% | +2.9% | +8.2% | +6.9% |
| 3Y | +16.9% | +43.3% | -26.4% | -16.0% |
| 5Y | -68.9% | +40.9% | -109.8% | -77.4% |
| All | -53.4% | +20.7% | -74.1% | -67.8% |
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 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