+113.8%
SYY vs NWSA
+149.4%
-35.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.9% | -2.8% | +6.7% | +5.1% |
| 30D | -1.7% | +3.0% | -4.8% | -2.9% |
| 3M | +5.2% | +12.3% | -7.1% | +0.1% |
| 6M | -0.2% | +21.9% | -22.1% | -8.6% |
| YTD | +15.4% | +13.6% | +1.8% | +8.1% |
| 1Y | +5.6% | +0.5% | +5.1% | +3.8% |
| 3Y | +28.9% | +43.8% | -14.9% | +6.3% |
| 5Y | +24.1% | +41.2% | -17.1% | -0.1% |
| All | +113.8% | +149.4% | -35.5% | +23.1% |
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