+272.4%
SO vs NWSA
+97.3%
+175.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +4.9% | -11.3% | +16.3% | +6.7% |
| 3M | +0.8% | -8.1% | +8.8% | +1.8% |
| 6M | +0.6% | -0.7% | +1.3% | +0.2% |
| YTD | +8.7% | +1.3% | +7.3% | +7.6% |
| 1Y | +4.0% | -1.3% | +5.3% | +3.4% |
| 3Y | +50.6% | +28.4% | +22.2% | +41.5% |
| 5Y | +77.5% | +15.3% | +62.2% | +67.1% |
| 10Y | +192.0% | +142.7% | +49.3% | +126.0% |
| All | +272.4% | +97.3% | +175.2% | +192.3% |
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 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