+307.1%
TPR vs NWSA
+148.8%
+158.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.4% |
| 7D | -5.1% | -4.8% | -0.4% | -2.1% |
| 30D | -27.6% | +3.0% | -30.5% | -29.1% |
| 3M | -17.5% | +9.3% | -26.8% | -22.8% |
| 6M | -21.3% | +23.2% | -44.5% | -32.6% |
| YTD | -8.5% | +13.3% | -21.8% | -18.0% |
| 1Y | +11.5% | +2.9% | +8.6% | +6.4% |
| 3Y | +288.0% | +43.3% | +244.7% | +191.4% |
| 5Y | +225.2% | +40.9% | +184.3% | +141.9% |
| All | +307.1% | +148.8% | +158.2% | +86.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling