+112.2%
SM vs NWSA
+40.1%
+72.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.2% | -3.1% | +2.8% | +1.2% |
| 30D | +20.3% | +4.3% | +16.0% | +17.7% |
| 3M | +22.9% | +9.2% | +13.7% | +16.6% |
| 6M | +47.8% | +21.6% | +26.3% | +31.3% |
| YTD | +107.5% | +14.2% | +93.2% | +89.4% |
| 1Y | +51.7% | +1.8% | +50.0% | +47.3% |
| 3Y | -0.9% | +44.4% | -45.3% | -20.6% |
| 5Y | +112.2% | +41.0% | +71.3% | +69.1% |
| All | +112.2% | +40.1% | +72.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling