+92.5%
USB vs NWSA
+24.1%
+68.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.4% | +11.3% | +3.5% |
| 7D | -1.5% | -10.1% | +8.6% | +2.5% |
| 30D | +4.3% | -7.3% | +11.5% | +6.9% |
| 3M | -6.1% | -8.6% | +2.5% | -3.3% |
| 6M | +9.4% | +4.4% | +5.0% | +4.8% |
| YTD | +15.2% | +2.1% | +13.0% | +10.9% |
| 1Y | +32.8% | +4.1% | +28.7% | +26.1% |
| All | +92.5% | +24.1% | +68.4% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling