+162.0%
SO vs NWSA
+144.0%
+18.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | -3.1% | +3.1% | +0.6% |
| 30D | -2.5% | +4.3% | -6.8% | -3.3% |
| 3M | -4.2% | +9.2% | -13.4% | -5.9% |
| 6M | -7.7% | +21.6% | -29.2% | -11.3% |
| YTD | +3.8% | +14.2% | -10.4% | +0.7% |
| 1Y | +0.1% | +1.8% | -1.7% | -0.9% |
| 3Y | +44.2% | +44.4% | -0.2% | +31.2% |
| 5Y | +57.9% | +41.0% | +16.9% | +41.0% |
| 10Y | +162.0% | +150.0% | +11.9% | +84.4% |
| All | +162.0% | +144.0% | +18.0% | +84.4% |
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