+185.4%
SW vs NWSA
+145.7%
+39.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.4% | +11.8% | +1.6% |
| 7D | +4.7% | -10.1% | +14.7% | +7.0% |
| 30D | +5.0% | -7.3% | +12.3% | +6.6% |
| 3M | -7.3% | -8.6% | +1.2% | -5.7% |
| 6M | +15.0% | +4.4% | +10.5% | +13.2% |
| YTD | +18.5% | +2.1% | +16.4% | +17.0% |
| 1Y | +27.1% | +4.1% | +23.1% | +24.8% |
| 3Y | +49.3% | +23.5% | +25.9% | +41.7% |
| 5Y | -1.6% | +13.5% | -15.2% | -7.4% |
| All | +185.4% | +145.7% | +39.7% | +128.1% |
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