+72.4%
UBER vs NWSA
+175.4%
-103.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.4% | -2.8% | -2.6% | -3.8% |
| 30D | -4.9% | +3.0% | -7.9% | -6.6% |
| 3M | +3.0% | +12.3% | -9.3% | -4.4% |
| 6M | -4.4% | +21.9% | -26.3% | -15.6% |
| YTD | -12.3% | +13.6% | -25.8% | -19.6% |
| 1Y | -24.3% | +0.5% | -24.8% | -25.7% |
| 3Y | +46.4% | +43.8% | +2.7% | +14.3% |
| 5Y | +79.7% | +41.2% | +38.5% | +39.6% |
| All | +72.4% | +175.4% | -103.0% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling