+22.7%
SYY vs NWSA
+39.0%
-16.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +1.5% | -4.8% | +6.3% | +2.9% |
| 30D | -2.3% | +3.0% | -5.3% | -3.1% |
| 3M | +5.5% | +9.3% | -3.8% | +2.6% |
| 6M | -1.0% | +23.2% | -24.1% | -7.3% |
| YTD | +14.1% | +13.3% | +0.8% | +9.1% |
| 1Y | +5.6% | +2.9% | +2.7% | +3.9% |
| 3Y | +27.9% | +43.3% | -15.4% | +10.2% |
| 5Y | +22.7% | +40.9% | -18.2% | +4.1% |
| All | +22.7% | +39.0% | -16.3% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling