+177.1%
SW vs NWSA
+148.1%
+28.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -1.5% |
| 7D | -2.9% | +2.2% | -5.1% | -3.4% |
| 30D | +5.0% | -8.8% | +13.8% | +7.1% |
| 3M | -13.7% | -6.5% | -7.2% | -12.6% |
| 6M | +8.0% | +1.5% | +6.5% | +7.0% |
| YTD | +14.0% | +4.0% | +9.9% | +12.0% |
| 1Y | +25.6% | +3.4% | +22.2% | +23.6% |
| 3Y | +40.1% | +34.8% | +5.3% | +30.6% |
| 5Y | -2.6% | +18.4% | -21.0% | -9.1% |
| All | +177.1% | +148.1% | +28.9% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling