-24.5%
TE vs NWSA
+43.0%
-67.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.2% |
| 7D | +0.9% | -4.8% | +5.6% | +4.2% |
| 30D | -16.3% | +3.0% | -19.2% | -18.0% |
| 3M | -40.8% | +9.3% | -50.1% | -46.3% |
| 6M | -42.6% | +23.2% | -65.8% | -54.5% |
| YTD | -31.4% | +13.3% | -44.8% | -42.0% |
| 1Y | +144.9% | +2.9% | +142.0% | +130.1% |
| All | -24.5% | +43.0% | -67.5% | -50.4% |
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 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