+46.0%
SM vs NWSA
+3.0%
+43.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +4.6% | -2.8% | +7.4% | +4.2% |
| 30D | +18.2% | +3.0% | +15.2% | +18.6% |
| 3M | +22.5% | +12.3% | +10.2% | +23.9% |
| 6M | +50.6% | +21.9% | +28.7% | +52.0% |
| YTD | +108.1% | +13.6% | +94.6% | +112.5% |
| 1Y | +46.0% | +0.5% | +45.5% | +41.3% |
| All | +46.0% | +3.0% | +43.0% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling