+66.1%
T vs NWSA
+31.9%
+34.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +2.0% | -12.2% | +14.2% | +3.1% |
| 30D | -1.0% | -8.7% | +7.7% | -0.2% |
| 3M | -8.1% | -6.0% | -2.1% | -7.6% |
| 6M | -8.3% | -0.3% | -7.9% | -8.2% |
| YTD | -6.1% | +3.5% | -9.6% | -6.1% |
| 1Y | -7.4% | +0.8% | -8.1% | -7.2% |
| All | +66.1% | +31.9% | +34.2% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling