-10.4%
SM vs NWSA
+31.9%
-42.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.7% | +5.2% |
| 7D | +0.3% | -12.2% | +12.5% | +5.1% |
| 30D | -17.3% | -8.7% | -8.6% | -15.1% |
| 3M | -3.6% | -6.0% | +2.4% | -2.5% |
| 6M | +2.9% | -0.3% | +3.2% | +0.2% |
| YTD | +70.2% | +3.5% | +66.7% | +60.9% |
| 1Y | +66.5% | +0.8% | +65.7% | +60.6% |
| All | -10.4% | +31.9% | -42.3% | -29.4% |
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