+236.6%
SAP vs NWSA
+148.1%
+88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.7% |
| 7D | +0.6% | +2.2% | -1.6% | -0.3% |
| 30D | +6.5% | -8.8% | +15.3% | +9.9% |
| 3M | +12.2% | -6.5% | +18.7% | +14.5% |
| 6M | +46.1% | +1.5% | +44.6% | +44.1% |
| YTD | -1.6% | +4.0% | -5.7% | -4.2% |
| 1Y | -5.1% | +3.4% | -8.6% | -7.5% |
| 3Y | +68.4% | +34.8% | +33.5% | +45.9% |
| 5Y | +79.4% | +18.4% | +61.1% | +59.2% |
| All | +236.6% | +148.1% | +88.4% | +117.4% |
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 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