+61.9%
SNY vs NWSA
+149.4%
-87.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.3% | -2.8% | -0.5% | -2.8% |
| 30D | -2.2% | +3.0% | -5.2% | -2.7% |
| 3M | -3.0% | +12.3% | -15.4% | -5.2% |
| 6M | +2.7% | +21.9% | -19.1% | -1.2% |
| YTD | -6.8% | +13.6% | -20.4% | -9.4% |
| 1Y | -5.3% | +0.5% | -5.7% | -5.9% |
| 3Y | -9.8% | +43.8% | -53.5% | -17.3% |
| 5Y | +9.7% | +41.2% | -31.5% | -1.1% |
| All | +61.9% | +149.4% | -87.5% | +24.3% |
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