+41.6%
S vs NWSA
-2.4%
+44.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -5.0% |
| 7D | +4.1% | -0.8% | +4.9% | +4.7% |
| 30D | -7.2% | -11.3% | +4.2% | -0.7% |
| 3M | 0.0% | -8.1% | +8.0% | +5.0% |
| 6M | +41.6% | -0.7% | +42.3% | +39.8% |
| All | +41.6% | -2.4% | +44.0% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling