+293.4%
SN vs NWSA
+55.7%
+237.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | -7.2% | -4.8% | -2.5% | -4.9% |
| 30D | -13.4% | +3.0% | -16.3% | -14.7% |
| 3M | +26.8% | +9.3% | +17.5% | +20.5% |
| 6M | +44.6% | +23.2% | +21.4% | +27.7% |
| YTD | +45.3% | +13.3% | +32.0% | +34.2% |
| 1Y | +40.1% | +2.9% | +37.2% | +37.9% |
| 3Y | +375.3% | +43.3% | +332.0% | +308.7% |
| All | +293.4% | +55.7% | +237.6% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling