+81.7%
SPY vs NWSA
+40.1%
+41.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.4% | -3.1% | +2.7% | +0.7% |
| 30D | -1.4% | +4.3% | -5.7% | -2.9% |
| 3M | +3.7% | +9.2% | -5.5% | 0.0% |
| 6M | +13.0% | +21.6% | -8.6% | +4.4% |
| YTD | +12.4% | +14.2% | -1.8% | +5.9% |
| 1Y | +18.5% | +1.8% | +16.8% | +16.6% |
| 3Y | +77.6% | +44.4% | +33.2% | +50.4% |
| 5Y | +81.7% | +41.0% | +40.7% | +47.8% |
| All | +81.7% | +40.1% | +41.6% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling