+3.4%
UUUU vs NWSA
+3.0%
+0.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | -10.5% | -2.8% | -7.7% | -11.0% |
| 30D | -10.5% | +3.0% | -13.5% | -9.8% |
| 3M | -14.1% | +12.3% | -26.4% | -12.4% |
| 6M | -35.5% | +21.9% | -57.3% | -34.1% |
| YTD | -10.9% | +13.6% | -24.5% | -10.2% |
| 1Y | +3.4% | +0.5% | +2.9% | +10.5% |
| All | +3.4% | +3.0% | +0.4% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling