+57.6%
T vs NWSA
+18.7%
+39.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +2.0% | -12.2% | +14.2% | +4.1% |
| 30D | -1.0% | -8.7% | +7.7% | +0.4% |
| 3M | -8.1% | -6.0% | -2.1% | -7.3% |
| 6M | -8.3% | -0.3% | -7.9% | -8.6% |
| YTD | -6.1% | +3.5% | -9.6% | -7.3% |
| 1Y | -7.4% | +0.8% | -8.1% | -8.0% |
| 3Y | +65.4% | +31.1% | +34.3% | +52.4% |
| 5Y | +57.6% | +18.8% | +38.9% | +46.0% |
| All | +57.6% | +18.7% | +39.0% | +46.0% |
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