+494.0%
TEAM vs NWSA
+148.8%
+345.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -7.8% | -4.8% | -3.0% | -5.7% |
| 30D | +16.5% | +3.0% | +13.6% | +15.1% |
| 3M | +96.2% | +9.3% | +86.9% | +88.5% |
| 6M | +130.2% | +23.2% | +107.0% | +109.5% |
| YTD | +10.7% | +13.3% | -2.6% | +4.8% |
| 1Y | +3.0% | +2.9% | +0.1% | +1.5% |
| 3Y | -13.1% | +43.3% | -56.4% | -24.7% |
| 5Y | -52.7% | +40.9% | -93.6% | -59.4% |
| All | +494.0% | +148.8% | +345.2% | +331.8% |
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