+1,157.2%
URI vs NWSA
+143.8%
+1,013.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.8% |
| 7D | +2.5% | -2.6% | +5.2% | +4.3% |
| 30D | -12.5% | +4.6% | -17.1% | -15.3% |
| 3M | -6.2% | +10.2% | -16.4% | -13.4% |
| 6M | +25.9% | +21.6% | +4.2% | +7.8% |
| YTD | +26.2% | +14.6% | +11.6% | +11.1% |
| 1Y | +5.5% | +0.4% | +5.1% | +1.3% |
| 3Y | +125.0% | +45.0% | +80.0% | +65.6% |
| 5Y | +210.4% | +41.3% | +169.1% | +125.7% |
| 10Y | +1,157.2% | +142.8% | +1,014.4% | +449.9% |
| All | +1,157.2% | +143.8% | +1,013.3% | +449.9% |
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 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