+31.1%
SOLS vs NWSA
+14.1%
+17.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.1% |
| 7D | +3.7% | -3.1% | +6.8% | +2.6% |
| 30D | +5.0% | +4.3% | +0.7% | +6.5% |
| 3M | -21.1% | +9.2% | -30.3% | -17.6% |
| 6M | -14.2% | +21.6% | -35.7% | -10.4% |
| YTD | +30.6% | +14.2% | +16.4% | +38.1% |
| All | +31.1% | +14.1% | +17.0% | +39.9% |
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 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