-65.8%
TEAM vs NWSA
+17.8%
-83.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.9% |
| 7D | -19.7% | -12.2% | -7.5% | -12.0% |
| 30D | -26.6% | -8.7% | -17.9% | -22.2% |
| 3M | -1.1% | -6.0% | +4.9% | +2.4% |
| 6M | +74.6% | -0.3% | +74.9% | +71.0% |
| YTD | -6.0% | +3.5% | -9.5% | -10.7% |
| 1Y | -3.2% | +0.8% | -4.0% | -6.1% |
| 3Y | -13.5% | +31.1% | -44.7% | -33.9% |
| All | -65.8% | +17.8% | -83.5% | -72.5% |
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