+589.4%
SE vs NWSA
+143.9%
+445.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.2% |
| 7D | -6.1% | -1.9% | -4.2% | -5.0% |
| 30D | -2.5% | +4.6% | -7.0% | -5.4% |
| 3M | +21.7% | +13.2% | +8.5% | +12.1% |
| 6M | +27.0% | +27.0% | 0.0% | +9.0% |
| YTD | -12.1% | +16.8% | -29.0% | -20.8% |
| 1Y | -40.9% | +4.5% | -45.4% | -43.5% |
| 3Y | +191.0% | +46.2% | +144.8% | +123.1% |
| 5Y | -68.3% | +40.9% | -109.2% | -74.9% |
| All | +589.4% | +143.9% | +445.5% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling