+241.2%
TPR vs NWSA
+99.8%
+141.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +12.1% | -9.7% | +21.7% | +17.1% |
| 30D | +16.7% | -8.6% | +25.3% | +21.1% |
| 3M | -17.4% | -6.3% | -11.1% | -15.8% |
| 6M | +2.3% | -1.2% | +3.5% | +0.2% |
| YTD | +7.1% | +2.6% | +4.5% | +1.1% |
| 1Y | +29.5% | 0.0% | +29.5% | +24.1% |
| 3Y | +415.0% | +30.1% | +385.0% | +317.7% |
| 5Y | +261.5% | +18.3% | +243.2% | +204.6% |
| 10Y | +383.3% | +149.3% | +234.0% | +157.7% |
| All | +241.2% | +99.8% | +141.4% | +92.8% |
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