-68.3%
U vs NWSA
+40.1%
-108.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +4.4% | -3.1% | +7.4% | +7.9% |
| 30D | -1.3% | +4.3% | -5.6% | -6.0% |
| 3M | +49.6% | +9.2% | +40.4% | +33.8% |
| 6M | +100.2% | +21.6% | +78.6% | +57.2% |
| YTD | -3.7% | +14.2% | -17.9% | -19.1% |
| 1Y | -6.5% | +1.8% | -8.3% | -10.6% |
| 3Y | +12.9% | +44.4% | -31.5% | -34.2% |
| 5Y | -68.3% | +41.0% | -109.2% | -82.5% |
| All | -68.3% | +40.1% | -108.4% | -82.5% |
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