+448.1%
SN vs NWSA
+41.1%
+407.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +7.6% | -9.7% | +17.2% | +12.2% |
| 30D | +22.4% | -8.6% | +31.1% | +27.0% |
| 3M | +21.7% | -6.3% | +27.9% | +24.5% |
| 6M | +102.8% | -1.2% | +104.0% | +100.7% |
| YTD | +102.4% | +2.6% | +99.8% | +94.8% |
| 1Y | +139.0% | 0.0% | +138.9% | +134.0% |
| 3Y | +440.4% | +30.1% | +410.3% | +385.1% |
| All | +448.1% | +41.1% | +407.0% | +405.9% |
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 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