-32.6%
SM vs NWSA
+127.4%
-160.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +1.7% |
| 30D | +26.3% | +4.6% | +21.7% | +21.1% |
| 3M | +8.7% | +13.2% | -4.6% | -4.1% |
| 6M | +51.7% | +27.0% | +24.7% | +19.5% |
| YTD | +99.0% | +16.8% | +82.2% | +65.9% |
| 1Y | +34.6% | +4.5% | +30.1% | +22.3% |
| 3Y | -7.8% | +46.2% | -54.0% | -39.1% |
| 5Y | +104.8% | +40.9% | +63.9% | +29.5% |
| 10Y | +7.2% | +145.1% | -137.9% | -60.4% |
| All | -32.6% | +127.4% | -160.0% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling