+562.3%
SE vs NWSA
+136.6%
+425.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | -4.8% | -4.8% | 0.0% | -1.9% |
| 30D | -18.1% | +3.0% | -21.1% | -19.7% |
| 3M | +30.6% | +9.3% | +21.3% | +23.0% |
| 6M | +20.8% | +23.2% | -2.4% | +5.6% |
| YTD | -15.6% | +13.3% | -28.9% | -22.5% |
| 1Y | -44.2% | +2.9% | -47.1% | -46.1% |
| 3Y | +181.5% | +43.3% | +138.2% | +118.5% |
| 5Y | -66.9% | +40.9% | -107.8% | -73.6% |
| All | +562.3% | +136.6% | +425.7% | +306.3% |
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