+82.2%
UBER vs NWSA
+183.4%
-101.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.8% |
| 7D | -3.9% | -1.9% | -2.0% | -2.8% |
| 30D | +11.1% | +4.6% | +6.5% | +7.9% |
| 3M | +4.9% | +13.2% | -8.3% | -3.2% |
| 6M | -1.2% | +27.0% | -28.2% | -14.9% |
| YTD | -7.3% | +16.8% | -24.1% | -16.5% |
| 1Y | -17.6% | +4.5% | -22.1% | -21.1% |
| 3Y | +61.1% | +46.2% | +14.8% | +24.5% |
| 5Y | +87.9% | +40.9% | +47.0% | +45.8% |
| All | +82.2% | +183.4% | -101.1% | -13.0% |
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