+19.6%
SW vs NWSA
+47.8%
-28.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -5.1% | -1.9% | -3.2% | -4.4% |
| 30D | -4.6% | +4.6% | -9.2% | -6.4% |
| 3M | +9.4% | +13.2% | -3.8% | +3.5% |
| 6M | +3.5% | +27.0% | -23.5% | -7.2% |
| YTD | +22.0% | +16.8% | +5.2% | +13.5% |
| 1Y | +2.2% | +4.5% | -2.3% | +0.1% |
| All | +19.6% | +47.8% | -28.2% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling