+139.2%
SLB vs NWSA
+40.6%
+98.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +0.4% | -2.6% | +3.1% | +1.3% |
| 30D | +13.6% | +4.6% | +9.0% | +11.8% |
| 3M | +1.5% | +10.2% | -8.7% | -2.2% |
| 6M | +23.0% | +21.6% | +1.4% | +14.0% |
| YTD | +51.2% | +14.6% | +36.6% | +42.6% |
| 1Y | +63.5% | +0.4% | +63.1% | +61.8% |
| 3Y | +2.5% | +45.0% | -42.5% | -11.7% |
| 5Y | +139.2% | +41.3% | +97.9% | +103.3% |
| All | +139.2% | +40.6% | +98.5% | +103.3% |
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