-38.4%
U vs NWSA
+106.7%
-145.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | 0.0% | -4.8% | +4.7% | +4.4% |
| 30D | -4.1% | +3.0% | -7.1% | -6.7% |
| 3M | +57.8% | +9.3% | +48.5% | +44.2% |
| 6M | +103.5% | +23.2% | +80.3% | +66.0% |
| YTD | -4.8% | +13.3% | -18.1% | -16.3% |
| 1Y | -2.4% | +2.9% | -5.3% | -6.6% |
| 3Y | +11.7% | +43.3% | -31.7% | -23.2% |
| 5Y | -68.9% | +40.9% | -109.7% | -79.0% |
| All | -38.4% | +106.7% | -145.1% | -60.4% |
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