-26.6%
U vs NWSA
+84.8%
-111.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.8% |
| 7D | +2.8% | -0.8% | +3.6% | +3.4% |
| 30D | +7.6% | -11.3% | +19.0% | +15.2% |
| 3M | +12.7% | -8.1% | +20.8% | +15.9% |
| 6M | +87.0% | -0.7% | +87.6% | +77.8% |
| YTD | +13.6% | +1.3% | +12.3% | +5.5% |
| 1Y | +25.3% | -1.3% | +26.6% | +18.9% |
| 3Y | +85.8% | +28.4% | +57.4% | +34.6% |
| 5Y | -74.5% | +15.3% | -89.8% | -81.7% |
| All | -26.6% | +84.8% | -111.4% | -50.2% |
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