-71.5%
S vs NWSA
+40.6%
-112.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -0.7% |
| 7D | -5.8% | -2.6% | -3.2% | -3.7% |
| 30D | -9.2% | +4.6% | -13.8% | -12.5% |
| 3M | +23.4% | +10.2% | +13.2% | +13.1% |
| 6M | +36.9% | +21.6% | +15.3% | +15.3% |
| YTD | +29.5% | +14.6% | +14.9% | +14.3% |
| 1Y | +5.4% | +0.4% | +5.1% | +3.7% |
| 3Y | +14.7% | +45.0% | -30.3% | -19.8% |
| 5Y | -71.5% | +41.3% | -112.8% | -80.5% |
| All | -71.5% | +40.6% | -112.2% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling