+98.3%
USB vs NWSA
+47.8%
+50.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.6% |
| 7D | +1.4% | -1.9% | +3.3% | +2.4% |
| 30D | -1.3% | +4.6% | -5.9% | -3.6% |
| 3M | +15.2% | +13.2% | +2.0% | +7.7% |
| 6M | +18.8% | +27.0% | -8.2% | +3.7% |
| YTD | +21.0% | +16.8% | +4.2% | +10.1% |
| 1Y | +34.0% | +4.5% | +29.5% | +30.7% |
| All | +98.3% | +47.8% | +50.4% | +47.8% |
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