+660.6%
UNH vs NWSA
+123.2%
+537.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | +1.1% | -2.6% | +3.8% | +1.8% |
| 30D | -1.5% | +4.6% | -6.1% | -2.7% |
| 3M | -0.8% | +10.2% | -11.0% | -3.6% |
| 6M | +41.8% | +21.6% | +20.2% | +34.3% |
| YTD | +23.1% | +14.6% | +8.4% | +18.1% |
| 1Y | +28.5% | +0.4% | +28.2% | +27.4% |
| 3Y | -11.8% | +45.0% | -56.7% | -21.7% |
| 5Y | +5.3% | +41.3% | -35.9% | -8.3% |
| 10Y | +247.4% | +142.8% | +104.7% | +136.4% |
| All | +660.6% | +123.2% | +537.4% | +433.1% |
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