+234.1%
TER vs NWSA
+2.0%
+232.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +2.8% |
| 7D | +12.4% | -3.1% | +15.4% | +9.8% |
| 30D | +5.1% | +4.3% | +0.9% | +9.0% |
| 3M | +4.0% | +9.2% | -5.3% | +16.1% |
| 6M | +29.5% | +21.6% | +8.0% | +49.7% |
| YTD | +98.5% | +14.2% | +84.2% | +125.0% |
| 1Y | +234.1% | +1.8% | +232.3% | +283.4% |
| All | +234.1% | +2.0% | +232.1% | +283.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling