+16.7%
S vs NWSA
+46.6%
-30.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.7% |
| 7D | -7.7% | -1.9% | -5.8% | -6.4% |
| 30D | -5.3% | +4.6% | -9.9% | -8.6% |
| 3M | +20.3% | +13.2% | +7.0% | +9.0% |
| 6M | +47.4% | +27.0% | +20.4% | +22.3% |
| YTD | +32.5% | +16.8% | +15.7% | +17.1% |
| 1Y | +9.5% | +4.5% | +5.0% | +5.4% |
| All | +16.7% | +46.6% | -30.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling