+44.2%
SW vs NWSA
+31.9%
+12.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -2.6% | -12.2% | +9.6% | +1.9% |
| 30D | +7.2% | -8.7% | +15.9% | +10.4% |
| 3M | -10.5% | -6.0% | -4.5% | -9.0% |
| 6M | +9.9% | -0.3% | +10.2% | +8.5% |
| YTD | +17.2% | +3.5% | +13.7% | +13.5% |
| 1Y | +26.5% | +0.8% | +25.7% | +24.1% |
| All | +44.2% | +31.9% | +12.3% | +29.6% |
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