+171.3%
SAP vs NWSA
+148.8%
+22.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -5.1% | -4.8% | -0.4% | -3.2% |
| 30D | -1.8% | +3.0% | -4.7% | -3.0% |
| 3M | +20.9% | +9.3% | +11.6% | +16.7% |
| 6M | +7.0% | +23.2% | -16.2% | -1.7% |
| YTD | -13.7% | +13.3% | -27.1% | -18.3% |
| 1Y | -19.6% | +2.9% | -22.5% | -21.1% |
| 3Y | +52.4% | +43.3% | +9.1% | +29.7% |
| 5Y | +54.4% | +40.9% | +13.5% | +29.0% |
| All | +171.3% | +148.8% | +22.5% | +77.8% |
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