-1.4%
SM vs NWSA
+44.8%
-46.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.4% |
| 7D | -0.2% | -2.6% | +2.5% | +0.9% |
| 30D | +31.5% | +4.6% | +27.0% | +28.9% |
| 3M | +17.3% | +10.2% | +7.1% | +11.6% |
| 6M | +48.5% | +21.6% | +26.9% | +32.9% |
| YTD | +106.3% | +14.6% | +91.6% | +90.3% |
| 1Y | +47.3% | +0.4% | +46.9% | +48.0% |
| 3Y | -1.4% | +45.0% | -46.4% | -15.9% |
| All | -1.4% | +44.8% | -46.2% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling