+27.1%
SW vs NWSA
+3.5%
+23.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.4% | +11.8% | +1.0% |
| 7D | +4.7% | -10.1% | +14.7% | +6.5% |
| 30D | +5.0% | -7.3% | +12.3% | +6.4% |
| 3M | -7.3% | -8.6% | +1.2% | -5.9% |
| 6M | +15.0% | +4.4% | +10.5% | +13.7% |
| YTD | +18.5% | +2.1% | +16.4% | +19.1% |
| 1Y | +27.1% | +4.1% | +23.1% | +26.7% |
| All | +27.1% | +3.5% | +23.6% | +26.7% |
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