+1,077.0%
TER vs NWSA
+153.1%
+923.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +7.9% |
| 7D | +5.9% | -12.2% | +18.1% | +13.4% |
| 30D | -30.8% | -8.7% | -22.1% | -27.6% |
| 3M | -29.9% | -6.0% | -24.0% | -28.4% |
| 6M | -27.5% | -0.3% | -27.1% | -30.0% |
| YTD | +37.5% | +3.5% | +34.0% | +27.6% |
| 1Y | +50.3% | +0.8% | +49.5% | +41.6% |
| 3Y | +204.9% | +31.1% | +173.8% | +146.9% |
| 5Y | +89.2% | +18.8% | +70.4% | +58.6% |
| 10Y | +1,077.0% | +147.9% | +929.1% | +552.4% |
| All | +1,077.0% | +153.1% | +923.9% | +552.4% |
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 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