-72.4%
U vs NWSA
+17.7%
-90.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.3% |
| 7D | +24.4% | -9.7% | +34.0% | +32.7% |
| 30D | +7.4% | -8.6% | +16.0% | +12.9% |
| 3M | +16.8% | -6.3% | +23.1% | +18.2% |
| 6M | +78.8% | -1.2% | +80.0% | +68.0% |
| YTD | +14.0% | +2.6% | +11.3% | +1.5% |
| 1Y | +16.7% | 0.0% | +16.7% | +6.8% |
| 3Y | +86.4% | +30.1% | +56.3% | +13.6% |
| All | -72.4% | +17.7% | -90.1% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling