+1,151.9%
URI vs NWSA
+141.7%
+1,010.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.3% |
| 7D | +9.3% | -0.8% | +10.1% | +9.9% |
| 30D | +7.6% | -11.3% | +18.9% | +15.5% |
| 3M | +1.0% | -8.1% | +9.1% | +5.4% |
| 6M | +19.8% | -0.7% | +20.5% | +16.8% |
| YTD | +41.9% | +1.3% | +40.5% | +34.0% |
| 1Y | +33.4% | -1.3% | +34.7% | +28.4% |
| 3Y | +156.0% | +28.4% | +127.6% | +102.3% |
| 5Y | +209.5% | +15.3% | +194.3% | +156.6% |
| All | +1,151.9% | +141.7% | +1,010.1% | +484.9% |
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