+86.2%
SU vs NWSA
+18.2%
+67.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.3% | -3.8% |
| 7D | -7.1% | +4.3% | -11.4% | -6.3% |
| 30D | +4.8% | +5.6% | -0.8% | +5.8% |
| 3M | +12.5% | +7.3% | +5.2% | +14.1% |
| 6M | +6.5% | +18.8% | -12.4% | +10.1% |
| YTD | +65.8% | +17.9% | +47.9% | +72.5% |
| 1Y | +86.2% | +19.3% | +66.8% | +93.6% |
| All | +86.2% | +18.2% | +67.9% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling