+15.6%
SM vs NWSA
+141.7%
-126.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +6.8% |
| 7D | +10.6% | -0.8% | +11.4% | +11.2% |
| 30D | -15.0% | -11.3% | -3.6% | -8.4% |
| 3M | +1.7% | -8.1% | +9.7% | +5.8% |
| 6M | +5.9% | -0.7% | +6.6% | +1.2% |
| YTD | +79.0% | +1.3% | +77.7% | +64.2% |
| 1Y | +84.7% | -1.3% | +86.0% | +73.0% |
| 3Y | -3.5% | +28.4% | -31.9% | -29.8% |
| 5Y | +4.9% | +15.3% | -10.3% | -21.5% |
| All | +15.6% | +141.7% | -126.1% | -58.3% |
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