+298.3%
SBUX vs NWSA
+123.2%
+175.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -3.9% | -2.6% | -1.3% | -2.9% |
| 30D | -2.8% | +4.6% | -7.4% | -4.5% |
| 3M | +8.2% | +10.2% | -2.0% | +3.9% |
| 6M | +4.3% | +21.6% | -17.4% | -3.9% |
| YTD | +23.3% | +14.6% | +8.7% | +15.8% |
| 1Y | +24.3% | +0.4% | +23.9% | +22.6% |
| 3Y | +15.5% | +45.0% | -29.5% | -2.1% |
| 5Y | -2.7% | +41.3% | -44.0% | -18.6% |
| 10Y | +128.8% | +142.8% | -14.0% | +44.8% |
| All | +298.3% | +123.2% | +175.1% | +158.1% |
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