-39.4%
SM vs NWSA
+102.5%
-141.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -2.3% |
| 7D | +9.4% | +2.2% | +7.2% | +7.3% |
| 30D | -14.4% | -8.8% | -5.6% | -9.7% |
| 3M | +1.6% | -6.5% | +8.0% | +4.4% |
| 6M | +6.3% | +1.5% | +4.8% | -0.3% |
| YTD | +78.8% | +4.0% | +74.7% | +60.0% |
| 1Y | +83.1% | +3.4% | +79.7% | +64.4% |
| 3Y | -5.9% | +34.8% | -40.8% | -34.8% |
| 5Y | +4.8% | +18.4% | -13.5% | -24.3% |
| 10Y | +17.5% | +149.2% | -131.6% | -58.7% |
| All | -39.4% | +102.5% | -141.9% | -74.9% |
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 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