+9.0%
S vs NWSA
+2.1%
+6.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -1.2% | -3.1% | +1.8% | +0.6% |
| 30D | -12.6% | +4.3% | -16.8% | -14.6% |
| 3M | +27.6% | +9.2% | +18.3% | +20.6% |
| 6M | +35.5% | +21.6% | +13.9% | +20.3% |
| YTD | +29.6% | +14.2% | +15.4% | +19.2% |
| All | +9.0% | +2.1% | +6.8% | +5.4% |
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 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