-53.1%
TE vs NWSA
+118.8%
-171.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.2% | -2.8% | +3.0% | +1.4% |
| 30D | -5.9% | +3.0% | -8.9% | -7.1% |
| 3M | -45.6% | +12.3% | -57.9% | -49.1% |
| 6M | -43.4% | +21.9% | -65.2% | -49.4% |
| YTD | -31.0% | +13.6% | -44.6% | -36.8% |
| 1Y | +145.2% | +0.5% | +144.7% | +138.0% |
| 3Y | -24.1% | +43.8% | -67.8% | -34.4% |
| 5Y | -48.1% | +41.2% | -89.3% | -56.2% |
| All | -53.1% | +118.8% | -171.9% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling