-77.1%
SE vs NWSA
+17.3%
-94.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.6% |
| 7D | 0.0% | -9.7% | +9.7% | +8.0% |
| 30D | -19.4% | -8.6% | -10.8% | -14.1% |
| 3M | -33.1% | -6.3% | -26.8% | -30.7% |
| 6M | -11.4% | -1.2% | -10.3% | -13.3% |
| YTD | -39.8% | +2.6% | -42.4% | -43.4% |
| 1Y | -50.5% | 0.0% | -50.5% | -52.5% |
| 3Y | +68.9% | +30.1% | +38.8% | +15.8% |
| 5Y | -77.1% | +18.3% | -95.4% | -82.8% |
| All | -77.1% | +17.3% | -94.4% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling