+335.5%
SAN vs NWSA
+148.8%
+186.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | -2.8% | -4.8% | +2.0% | -0.4% |
| 30D | -0.5% | +3.0% | -3.5% | -2.0% |
| 3M | +22.7% | +9.3% | +13.4% | +16.4% |
| 6M | +28.8% | +23.2% | +5.6% | +14.7% |
| YTD | +26.3% | +13.3% | +12.9% | +16.9% |
| 1Y | +48.8% | +2.9% | +46.0% | +44.1% |
| 3Y | +347.2% | +43.3% | +303.9% | +257.2% |
| 5Y | +383.8% | +40.9% | +342.9% | +280.5% |
| All | +335.5% | +148.8% | +186.6% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling