+13.5%
U vs NWSA
+44.8%
-31.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +4.1% |
| 7D | +4.5% | -2.6% | +7.1% | +6.6% |
| 30D | -0.6% | +4.6% | -5.1% | -4.1% |
| 3M | +48.4% | +10.2% | +38.2% | +36.5% |
| 6M | +115.4% | +21.6% | +93.7% | +81.9% |
| YTD | -3.2% | +14.6% | -17.9% | -14.2% |
| 1Y | -6.0% | +0.4% | -6.4% | -6.3% |
| 3Y | +13.5% | +45.0% | -31.5% | -24.3% |
| All | +13.5% | +44.8% | -31.3% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling