-39.0%
U vs NWSA
+113.0%
-152.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.6% |
| 7D | -3.8% | -1.9% | -1.9% | -2.1% |
| 30D | +17.5% | +4.6% | +12.9% | +12.7% |
| 3M | +38.7% | +13.2% | +25.5% | +22.9% |
| 6M | +104.4% | +27.0% | +77.4% | +62.2% |
| YTD | -5.7% | +16.8% | -22.5% | -19.3% |
| 1Y | +3.7% | +4.5% | -0.8% | -1.9% |
| 3Y | +12.3% | +46.2% | -33.9% | -24.0% |
| 5Y | -68.8% | +40.9% | -109.7% | -79.5% |
| All | -39.0% | +113.0% | -152.1% | -61.9% |
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