+81.9%
UUUU vs NWSA
+122.3%
-40.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.8% | -3.1% | +4.9% | +3.6% |
| 30D | +1.8% | +4.3% | -2.5% | -0.7% |
| 3M | +1.3% | +9.2% | -8.0% | -5.5% |
| 6M | -26.8% | +21.6% | -48.3% | -36.2% |
| YTD | +0.1% | +14.2% | -14.1% | -10.9% |
| 1Y | +11.2% | +1.8% | +9.5% | +6.2% |
| 3Y | +97.7% | +44.4% | +53.2% | +45.5% |
| 5Y | +127.3% | +41.0% | +86.4% | +68.8% |
| 10Y | +532.6% | +150.0% | +382.6% | +214.9% |
| All | +81.9% | +122.3% | -40.5% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling