-53.2%
S vs NWSA
+24.4%
-77.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.9% |
| 7D | -7.7% | -1.9% | -5.8% | -6.3% |
| 30D | -5.3% | +4.6% | -9.9% | -8.9% |
| 3M | +20.3% | +13.2% | +7.0% | +8.1% |
| 6M | +47.4% | +27.0% | +20.4% | +20.5% |
| YTD | +32.5% | +16.8% | +15.7% | +15.6% |
| 1Y | +9.5% | +4.5% | +5.0% | +4.2% |
| 3Y | +15.5% | +46.2% | -30.7% | -18.3% |
| 5Y | -71.2% | +40.9% | -112.1% | -79.5% |
| All | -53.2% | +24.4% | -77.7% | -68.4% |
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 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