+190.4%
SLV vs NWSA
+127.4%
+63.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -0.3% | -1.9% | +1.5% | -0.1% |
| 30D | +6.7% | +4.6% | +2.1% | +6.1% |
| 3M | -10.7% | +13.2% | -23.9% | -12.1% |
| 6M | -20.6% | +27.0% | -47.6% | -22.8% |
| YTD | -7.1% | +16.8% | -24.0% | -9.0% |
| 1Y | +62.0% | +4.5% | +57.5% | +60.5% |
| 3Y | +169.8% | +46.2% | +123.6% | +156.6% |
| 5Y | +161.5% | +40.9% | +120.5% | +146.4% |
| 10Y | +224.4% | +145.1% | +79.3% | +189.4% |
| All | +190.4% | +127.4% | +63.0% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling