+1,872.3%
TER vs NWSA
+150.8%
+1,721.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +12.4% | -3.1% | +15.4% | +13.9% |
| 30D | +5.1% | +4.3% | +0.9% | +2.6% |
| 3M | +4.0% | +9.2% | -5.3% | -3.0% |
| 6M | +29.5% | +21.6% | +8.0% | +13.1% |
| YTD | +98.5% | +14.2% | +84.2% | +76.7% |
| 1Y | +234.1% | +1.8% | +232.3% | +215.9% |
| 3Y | +289.0% | +44.4% | +244.6% | +203.1% |
| 5Y | +228.2% | +41.0% | +187.2% | +154.4% |
| All | +1,872.3% | +150.8% | +1,721.5% | +997.8% |
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