+277.2%
TER vs NWSA
+44.8%
+232.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.6% |
| 7D | +11.0% | -2.6% | +13.6% | +11.5% |
| 30D | -1.9% | +4.6% | -6.4% | -3.0% |
| 3M | -0.7% | +10.2% | -10.9% | -4.0% |
| 6M | +36.4% | +21.6% | +14.7% | +24.3% |
| YTD | +92.4% | +14.6% | +77.8% | +79.2% |
| 1Y | +213.5% | +0.4% | +213.2% | +223.0% |
| 3Y | +277.2% | +45.0% | +232.3% | +194.8% |
| All | +277.2% | +44.8% | +232.5% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling