+112.5%
T vs NWSA
+102.5%
+10.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | +2.5% | +2.2% | +0.3% | +2.0% |
| 30D | -3.8% | -8.8% | +5.0% | -1.9% |
| 3M | -8.7% | -6.5% | -2.3% | -7.6% |
| 6M | -8.1% | +1.5% | -9.6% | -9.0% |
| YTD | -6.4% | +4.0% | -10.5% | -8.4% |
| 1Y | -9.8% | +3.4% | -13.2% | -11.5% |
| 3Y | +65.5% | +34.8% | +30.6% | +48.8% |
| 5Y | +57.0% | +18.4% | +38.6% | +43.0% |
| 10Y | +60.8% | +149.2% | -88.4% | +11.6% |
| All | +112.5% | +102.5% | +10.0% | +51.5% |
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 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