-44.9%
S vs NWSA
+9.3%
-54.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | +1.4% | -9.7% | +11.1% | +9.4% |
| 30D | -10.8% | -8.6% | -2.2% | -5.1% |
| 3M | +5.4% | -6.3% | +11.7% | +10.0% |
| 6M | +41.2% | -1.2% | +42.4% | +40.3% |
| YTD | +56.2% | +2.6% | +53.6% | +49.8% |
| 1Y | +36.3% | 0.0% | +36.3% | +33.2% |
| 3Y | +49.4% | +30.1% | +19.4% | +14.8% |
| 5Y | -66.9% | +18.3% | -85.2% | -73.8% |
| All | -44.9% | +9.3% | -54.2% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling