+82.2%
UUUU vs NWSA
+43.0%
+39.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.2% |
| 7D | -5.0% | -4.8% | -0.3% | -4.4% |
| 30D | -7.8% | +3.0% | -10.7% | -8.0% |
| 3M | -0.4% | +9.3% | -9.7% | -2.0% |
| 6M | -32.9% | +23.2% | -56.1% | -35.7% |
| YTD | -6.3% | +13.3% | -19.6% | -9.1% |
| 1Y | +7.9% | +2.9% | +5.0% | +7.9% |
| All | +82.2% | +43.0% | +39.2% | +82.7% |
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