+183.2%
SLV vs NWSA
+153.1%
+30.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -1.1% | -12.2% | +11.1% | +0.4% |
| 30D | -14.2% | -8.7% | -5.5% | -13.3% |
| 3M | -20.3% | -6.0% | -14.4% | -19.9% |
| 6M | -40.2% | -0.3% | -39.9% | -40.4% |
| YTD | -27.6% | +3.5% | -31.1% | -28.3% |
| 1Y | +0.4% | +0.8% | -0.3% | -0.3% |
| 3Y | +129.4% | +31.1% | +98.2% | +119.2% |
| 5Y | +99.8% | +18.8% | +81.0% | +90.0% |
| 10Y | +183.2% | +147.9% | +35.4% | +139.7% |
| All | +183.2% | +153.1% | +30.1% | +139.7% |
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