+234.4%
SYY vs NWSA
+123.2%
+111.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -2.8% | -2.6% | -0.1% | -1.9% |
| 30D | -5.3% | +4.6% | -9.8% | -6.8% |
| 3M | +5.1% | +10.2% | -5.1% | +1.2% |
| 6M | -5.0% | +21.6% | -26.6% | -12.0% |
| YTD | +10.7% | +14.6% | -3.9% | +4.2% |
| 1Y | +0.7% | +0.4% | +0.3% | -0.8% |
| 3Y | +24.0% | +45.0% | -20.9% | +4.9% |
| 5Y | +19.3% | +41.3% | -22.0% | -0.8% |
| 10Y | +96.4% | +142.8% | -46.4% | +25.5% |
| All | +234.4% | +123.2% | +111.3% | +116.4% |
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 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