-53.1%
TEAM vs NWSA
+40.1%
-93.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -4.7% | -3.1% | -1.6% | -2.2% |
| 30D | +17.0% | +4.3% | +12.8% | +13.4% |
| 3M | +85.9% | +9.2% | +76.7% | +72.8% |
| 6M | +116.7% | +21.6% | +95.1% | +84.1% |
| YTD | +9.6% | +14.2% | -4.6% | -1.9% |
| 1Y | -2.5% | +1.8% | -4.3% | -4.6% |
| 3Y | -14.0% | +44.4% | -58.4% | -37.5% |
| 5Y | -53.1% | +41.0% | -94.0% | -66.5% |
| All | -53.1% | +40.1% | -93.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling