+468.0%
UUUU vs NWSA
+149.4%
+318.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | -10.5% | -2.8% | -7.7% | -9.0% |
| 30D | -10.5% | +3.0% | -13.5% | -12.1% |
| 3M | -14.1% | +12.3% | -26.4% | -21.2% |
| 6M | -35.5% | +21.9% | -57.3% | -44.0% |
| YTD | -10.9% | +13.6% | -24.5% | -20.6% |
| 1Y | +3.4% | +0.5% | +2.9% | -0.5% |
| 3Y | +73.1% | +43.8% | +29.4% | +26.4% |
| 5Y | +87.1% | +41.2% | +46.0% | +36.8% |
| All | +468.0% | +149.4% | +318.6% | +173.5% |
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 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