-7.5%
T vs NWSA
+3.0%
-10.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -2.8% | +4.3% | +1.7% |
| 30D | +7.5% | +3.0% | +4.4% | +7.3% |
| 3M | +14.8% | +12.3% | +2.5% | +14.2% |
| 6M | -1.7% | +21.9% | -23.6% | -2.4% |
| YTD | +8.7% | +13.6% | -4.9% | +9.1% |
| 1Y | -7.5% | +0.5% | -7.9% | -4.7% |
| All | -7.5% | +3.0% | -10.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling