+299.5%
TPR vs NWSA
+150.8%
+148.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -7.3% | -3.1% | -4.2% | -5.4% |
| 30D | -30.7% | +4.3% | -35.0% | -32.7% |
| 3M | -21.6% | +9.2% | -30.8% | -26.6% |
| 6M | -21.3% | +21.6% | -42.9% | -32.0% |
| YTD | -10.2% | +14.2% | -24.4% | -19.9% |
| 1Y | +9.5% | +1.8% | +7.7% | +5.3% |
| 3Y | +280.8% | +44.4% | +236.3% | +184.6% |
| 5Y | +218.7% | +41.0% | +177.8% | +137.1% |
| All | +299.5% | +150.8% | +148.7% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling