+254.9%
SO vs NWSA
+127.4%
+127.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -4.6% | +4.6% | -9.2% | -5.3% |
| 3M | -3.0% | +13.2% | -16.3% | -5.1% |
| 6M | -8.3% | +27.0% | -35.2% | -12.0% |
| YTD | +3.5% | +16.8% | -13.3% | +0.5% |
| 1Y | -0.9% | +4.5% | -5.4% | -2.2% |
| 3Y | +45.4% | +46.2% | -0.9% | +34.1% |
| 5Y | +59.6% | +40.9% | +18.7% | +45.5% |
| 10Y | +156.6% | +145.1% | +11.5% | +96.0% |
| All | +254.9% | +127.4% | +127.5% | +173.0% |
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