+224.0%
SAP vs NWSA
+149.3%
+74.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +1.5% | -9.7% | +11.2% | +5.1% |
| 30D | +8.8% | -8.6% | +17.4% | +12.2% |
| 3M | +12.1% | -6.3% | +18.4% | +14.2% |
| 6M | +34.6% | -1.2% | +35.8% | +34.3% |
| YTD | -2.1% | +2.6% | -4.7% | -4.2% |
| 1Y | -5.5% | 0.0% | -5.6% | -6.6% |
| 3Y | +67.4% | +30.1% | +37.4% | +47.3% |
| 5Y | +74.6% | +18.3% | +56.3% | +55.0% |
| 10Y | +224.0% | +149.3% | +74.7% | +112.6% |
| All | +224.0% | +149.3% | +74.7% | +112.6% |
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