+124.5%
UL vs NWSA
+102.5%
+22.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.5% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | +4.5% | -8.8% | +13.3% | +6.2% |
| 3M | +6.5% | -6.5% | +13.0% | +7.6% |
| 6M | +18.2% | +1.5% | +16.7% | +17.3% |
| YTD | +4.7% | +4.0% | +0.6% | +3.1% |
| 1Y | +0.8% | +3.4% | -2.7% | -0.6% |
| 3Y | +35.9% | +34.8% | +1.0% | +25.5% |
| 5Y | +33.4% | +18.4% | +15.1% | +24.3% |
| 10Y | +106.9% | +149.2% | -42.3% | +53.8% |
| All | +124.5% | +102.5% | +22.0% | +73.9% |
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