+13.2%
TPR vs NWSA
+2.4%
+10.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -3.5% |
| 7D | -3.4% | -2.6% | -0.7% | -3.0% |
| 30D | -27.3% | +4.6% | -31.9% | -27.8% |
| 3M | -16.2% | +10.2% | -26.4% | -17.3% |
| 6M | -17.9% | +21.6% | -39.5% | -20.9% |
| YTD | -7.1% | +14.6% | -21.8% | -7.9% |
| All | +13.2% | +2.4% | +10.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling