+167.8%
SLV vs NWSA
+40.6%
+127.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +2.5% | -2.6% | +5.1% | +2.9% |
| 30D | +3.3% | +4.6% | -1.3% | +2.6% |
| 3M | -3.6% | +10.2% | -13.8% | -5.2% |
| 6M | -21.8% | +21.6% | -43.4% | -24.3% |
| YTD | -7.8% | +14.6% | -22.5% | -10.2% |
| 1Y | +58.3% | +0.4% | +57.9% | +57.5% |
| 3Y | +182.6% | +45.0% | +137.6% | +162.7% |
| 5Y | +167.8% | +41.3% | +126.5% | +141.3% |
| All | +167.8% | +40.6% | +127.1% | +141.3% |
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