+363.5%
SE vs NWSA
+117.2%
+246.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | -0.5% |
| 7D | -0.5% | +2.2% | -2.7% | -1.9% |
| 30D | -20.9% | -8.8% | -12.2% | -17.0% |
| 3M | -38.9% | -6.5% | -32.4% | -37.0% |
| 6M | -19.4% | +1.5% | -20.9% | -21.3% |
| YTD | -40.9% | +4.0% | -45.0% | -43.4% |
| 1Y | -46.2% | +3.4% | -49.6% | -48.4% |
| 3Y | +63.7% | +34.8% | +28.9% | +30.6% |
| 5Y | -77.9% | +18.4% | -96.3% | -81.0% |
| All | +363.5% | +117.2% | +246.3% | +196.7% |
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