+62.5%
SLB vs NWSA
+12.8%
+49.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -7.1% | -9.4% | +2.3% | -4.5% |
| 30D | +4.1% | -7.8% | +11.8% | +6.2% |
| 3M | -2.6% | -10.8% | +8.1% | +0.2% |
| 6M | -8.6% | +1.1% | -9.6% | -10.2% |
| YTD | +32.2% | +1.8% | +30.4% | +28.8% |
| 1Y | +40.7% | +6.0% | +34.6% | +34.8% |
| 3Y | -4.5% | +24.6% | -29.1% | -13.7% |
| All | +62.5% | +12.8% | +49.8% | +53.8% |
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