+345.5%
SW vs NWSA
+127.4%
+218.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | -5.1% | -1.9% | -3.2% | -4.8% |
| 30D | -4.6% | +4.6% | -9.2% | -5.5% |
| 3M | +9.4% | +13.2% | -3.8% | +6.6% |
| 6M | +3.5% | +27.0% | -23.5% | -1.4% |
| YTD | +22.0% | +16.8% | +5.2% | +17.9% |
| 1Y | +2.2% | +4.5% | -2.3% | +0.8% |
| 3Y | +19.6% | +46.2% | -26.6% | +11.4% |
| 5Y | -2.3% | +40.9% | -43.3% | -10.0% |
| 10Y | +181.4% | +145.1% | +36.2% | +135.1% |
| All | +345.5% | +127.4% | +218.1% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling