+22.7%
USB vs NWSA
+6.9%
+15.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.4% | +11.3% | +4.2% |
| 7D | -1.5% | -10.1% | +8.6% | +3.0% |
| 30D | +4.3% | -7.3% | +11.5% | +7.3% |
| 3M | -6.1% | -8.6% | +2.5% | -2.9% |
| 6M | +9.4% | +4.4% | +5.0% | +5.0% |
| YTD | +15.2% | +2.1% | +13.0% | +10.9% |
| 1Y | +32.8% | +4.1% | +28.7% | +26.3% |
| 3Y | +91.3% | +23.5% | +67.8% | +65.1% |
| 5Y | +22.7% | +13.5% | +9.1% | +7.5% |
| All | +22.7% | +6.9% | +15.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling