-44.2%
SE vs NWSA
+1.3%
-45.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | -4.8% | -4.8% | 0.0% | -2.8% |
| 30D | -18.1% | +3.0% | -21.1% | -19.2% |
| 3M | +30.6% | +9.3% | +21.3% | +24.4% |
| 6M | +20.8% | +23.2% | -2.4% | +9.8% |
| YTD | -15.6% | +13.3% | -28.9% | -22.7% |
| 1Y | -44.2% | +2.9% | -47.1% | -49.8% |
| All | -44.2% | +1.3% | -45.6% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling