+10.3%
SLV vs NWSA
+18.2%
-7.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.4% | +5.0% |
| 7D | -3.9% | +4.3% | -8.1% | -4.1% |
| 30D | -14.5% | +5.6% | -20.0% | -14.7% |
| 3M | -12.4% | +7.3% | -19.7% | -12.6% |
| 6M | -28.5% | +18.8% | -47.3% | -29.3% |
| YTD | -26.8% | +17.9% | -44.7% | -29.1% |
| 1Y | +10.3% | +19.3% | -9.0% | +6.6% |
| All | +10.3% | +18.2% | -7.9% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling