+64.2%
T vs NWSA
+40.1%
+24.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.1% | -3.1% | 0.0% | -2.5% |
| 30D | +4.6% | +4.3% | +0.3% | +3.8% |
| 3M | +12.2% | +9.2% | +3.0% | +10.3% |
| 6M | -6.5% | +21.6% | -28.0% | -10.0% |
| YTD | +4.9% | +14.2% | -9.3% | +2.0% |
| 1Y | -10.5% | +1.8% | -12.2% | -10.9% |
| 3Y | +104.6% | +44.4% | +60.1% | +85.3% |
| 5Y | +64.2% | +41.0% | +23.3% | +45.5% |
| All | +64.2% | +40.1% | +24.1% | +45.5% |
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