+338.3%
SU vs NWSA
+40.0%
+298.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.2% | -2.8% | +5.0% | +2.9% |
| 30D | +8.4% | +3.0% | +5.4% | +7.6% |
| 3M | +12.1% | +12.3% | -0.2% | +8.6% |
| 6M | +19.7% | +21.9% | -2.2% | +12.9% |
| YTD | +58.4% | +13.6% | +44.8% | +52.0% |
| 1Y | +67.2% | +0.5% | +66.7% | +66.3% |
| 3Y | +125.0% | +43.8% | +81.3% | +97.5% |
| All | +338.3% | +40.0% | +298.3% | +267.5% |
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