+1,802.9%
TER vs NWSA
+148.8%
+1,654.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | +9.4% | -4.8% | +14.1% | +11.9% |
| 30D | -2.4% | +3.0% | -5.4% | -4.2% |
| 3M | +6.5% | +9.3% | -2.8% | -0.7% |
| 6M | +23.2% | +23.2% | 0.0% | +6.8% |
| YTD | +91.5% | +13.3% | +78.1% | +71.1% |
| 1Y | +214.8% | +2.9% | +211.9% | +195.6% |
| 3Y | +275.3% | +43.3% | +232.0% | +193.6% |
| 5Y | +211.9% | +40.9% | +171.0% | +141.9% |
| All | +1,802.9% | +148.8% | +1,654.1% | +963.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling