+72.4%
TER vs NWSA
+15.5%
+56.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.1% | +12.4% |
| 7D | -5.8% | -10.5% | +4.8% | -0.4% |
| 30D | -38.9% | -8.8% | -30.2% | -36.2% |
| 3M | -35.1% | -6.5% | -28.6% | -33.6% |
| 6M | -31.6% | -1.3% | -30.2% | -33.6% |
| YTD | +27.2% | +2.5% | +24.8% | +18.1% |
| 1Y | +35.2% | +0.2% | +35.0% | +27.5% |
| 3Y | +192.8% | +27.6% | +165.2% | +130.7% |
| 5Y | +72.4% | +17.0% | +55.4% | +39.8% |
| All | +72.4% | +15.5% | +56.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling