+2,115.2%
TER vs NWSA
+127.4%
+1,987.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.4% |
| 7D | +0.6% | -1.9% | +2.5% | +1.5% |
| 30D | -8.3% | +4.6% | -12.9% | -10.5% |
| 3M | -12.2% | +13.2% | -25.4% | -19.4% |
| 6M | +17.1% | +27.0% | -9.9% | +0.5% |
| YTD | +84.7% | +16.8% | +67.8% | +63.5% |
| 1Y | +199.9% | +4.5% | +195.4% | +180.3% |
| 3Y | +232.8% | +46.2% | +186.5% | +161.6% |
| 5Y | +198.6% | +40.9% | +157.7% | +135.4% |
| 10Y | +1,669.7% | +145.1% | +1,524.6% | +899.9% |
| All | +2,115.2% | +127.4% | +1,987.8% | +1,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling