-48.5%
TE vs NWSA
+120.9%
-169.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.9% | +10.8% |
| 7D | +18.2% | -2.6% | +20.9% | +19.5% |
| 30D | -13.5% | +4.6% | -18.1% | -15.2% |
| 3M | -44.6% | +10.2% | -54.8% | -47.8% |
| 6M | -24.7% | +21.6% | -46.3% | -32.7% |
| YTD | -24.3% | +14.6% | -38.9% | -30.9% |
| 1Y | +155.6% | +0.4% | +155.2% | +148.4% |
| 3Y | -18.3% | +45.0% | -63.2% | -29.6% |
| 5Y | -41.3% | +41.3% | -82.6% | -50.7% |
| All | -48.5% | +120.9% | -169.4% | -56.7% |
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