+196.3%
SE vs NWSA
+44.8%
+151.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.1% |
| 7D | +0.6% | -2.6% | +3.2% | +2.1% |
| 30D | -0.1% | +4.6% | -4.6% | -2.6% |
| 3M | +34.1% | +10.2% | +23.9% | +26.3% |
| 6M | +23.2% | +21.6% | +1.6% | +9.6% |
| YTD | -11.2% | +14.6% | -25.8% | -18.6% |
| 1Y | -40.5% | +0.4% | -40.9% | -41.5% |
| 3Y | +196.3% | +45.0% | +151.3% | +152.0% |
| All | +196.3% | +44.8% | +151.5% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling