+1,182.4%
URI vs NWSA
+149.3%
+1,033.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.2% |
| 7D | -6.0% | -9.7% | +3.7% | -0.2% |
| 30D | +4.6% | -8.6% | +13.2% | +10.1% |
| 3M | -2.7% | -6.3% | +3.6% | +0.2% |
| 6M | +18.4% | -1.2% | +19.6% | +15.8% |
| YTD | +37.4% | +2.6% | +34.7% | +28.7% |
| 1Y | +30.4% | 0.0% | +30.3% | +24.4% |
| 3Y | +147.9% | +30.1% | +117.8% | +94.3% |
| 5Y | +202.1% | +18.3% | +183.8% | +145.9% |
| 10Y | +1,182.4% | +149.3% | +1,033.1% | +488.1% |
| All | +1,182.4% | +149.3% | +1,033.1% | +488.1% |
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 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