+246.5%
SAP vs NWSA
+127.4%
+119.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | +9.0% | +4.6% | +4.4% | +7.0% |
| 3M | +14.9% | +13.2% | +1.7% | +9.6% |
| 6M | +11.9% | +27.0% | -15.1% | +2.1% |
| YTD | -9.9% | +16.8% | -26.7% | -15.4% |
| 1Y | -19.5% | +4.5% | -24.0% | -21.5% |
| 3Y | +61.8% | +46.2% | +15.6% | +37.8% |
| 5Y | +56.2% | +40.9% | +15.3% | +31.8% |
| 10Y | +180.6% | +145.1% | +35.5% | +81.2% |
| All | +246.5% | +127.4% | +119.1% | +126.4% |
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