+64.4%
UL vs NWSA
+149.4%
-85.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.4% | -2.8% | -0.6% | -2.8% |
| 30D | +0.5% | +3.0% | -2.5% | -0.1% |
| 3M | +7.2% | +12.3% | -5.1% | +4.8% |
| 6M | -3.1% | +21.9% | -24.9% | -6.9% |
| YTD | -2.7% | +13.6% | -16.3% | -5.5% |
| 1Y | -10.2% | +0.5% | -10.7% | -10.8% |
| 3Y | +20.3% | +43.8% | -23.5% | +10.2% |
| 5Y | +19.9% | +41.2% | -21.2% | +8.3% |
| All | +64.4% | +149.4% | -85.0% | +27.8% |
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