+490.7%
SPY vs NWSA
+127.4%
+363.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | +0.1% | +4.6% | -4.5% | -1.6% |
| 3M | +2.0% | +13.2% | -11.2% | -2.9% |
| 6M | +13.0% | +27.0% | -14.0% | +3.1% |
| YTD | +13.5% | +16.8% | -3.3% | +6.3% |
| 1Y | +20.0% | +4.5% | +15.5% | +16.5% |
| 3Y | +77.2% | +46.2% | +31.0% | +51.3% |
| 5Y | +81.9% | +40.9% | +41.0% | +53.5% |
| 10Y | +314.1% | +145.1% | +168.9% | +166.7% |
| All | +490.7% | +127.4% | +363.3% | +286.4% |
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 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