+175.8%
SLV vs NWSA
+148.1%
+27.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.5% |
| 7D | -5.8% | +2.2% | -8.0% | -6.1% |
| 30D | -12.1% | -8.8% | -3.4% | -11.3% |
| 3M | -24.1% | -6.5% | -17.6% | -23.6% |
| 6M | -44.4% | +1.5% | -45.9% | -44.7% |
| YTD | -31.5% | +4.0% | -35.5% | -32.2% |
| 1Y | -6.9% | +3.4% | -10.4% | -7.9% |
| 3Y | +116.0% | +34.8% | +81.2% | +105.7% |
| 5Y | +88.4% | +18.4% | +70.1% | +79.3% |
| All | +175.8% | +148.1% | +27.7% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling