-0.5%
UNH vs NWSA
+40.0%
-40.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.5% | -2.8% | -1.7% | -4.1% |
| 30D | -6.5% | +3.0% | -9.6% | -7.0% |
| 3M | -6.0% | +12.3% | -18.3% | -7.9% |
| 6M | +33.7% | +21.9% | +11.8% | +29.2% |
| YTD | +16.4% | +13.6% | +2.8% | +13.7% |
| 1Y | +10.1% | +0.5% | +9.6% | +9.3% |
| 3Y | -16.3% | +43.8% | -60.1% | -21.6% |
| All | -0.5% | +40.0% | -40.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling